Linear Programming and Its Application Techniques in Optimizing Portfolio Selection of a Firm.
N. K. OladejoAbimbola AbolarinwaS. O. SalawuPublished in: J. Appl. Math. (2020)
Keyphrases
- portfolio selection
- linear programming
- linear program
- portfolio optimization
- multistage stochastic
- financial markets
- column generation
- robust optimization
- multiple objectives
- mathematical programming
- np hard
- portfolio management
- primal dual
- optimal solution
- dynamic programming
- optimal portfolio
- integer programming
- objective function
- artificial intelligence
- semidefinite programming
- network flow
- maximum margin
- transaction costs
- decision theoretic