Last update: Fri Mar 23 02:13:54 MDT 2018
Top |
Symbols |
Math |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
K |
L |
M |
N |
O |
P |
Q |
R |
S |
T |
U |
V |
W |
X |
Y |
Z
BibTeX entry
@Article{Ling:2012:RPS,
author = "Ai-fan Ling and Cheng-xian Xu",
title = "Robust portfolio selection involving options under a
``marginal + joint'' ellipsoidal uncertainty set",
journal = j-J-COMPUT-APPL-MATH,
volume = "236",
number = "14",
pages = "3373--3393",
month = aug,
year = "2012",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:24:35 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0377042712001434",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}
Related entries
- involving,
233(9)2149,
234(1)21,
234(9)2838,
235(4)904,
237(1)389,
260(z)201,
272(z)1,
272(z)399
- joint,
244(z)102,
270(z)52
- options,
233(10)2468,
233(11)2814,
234(5)1559,
235(3)679,
235(11)3355,
235(12)3632,
235(13)3921,
235(17)5307,
236(17)4365,
237(1)234,
237(1)442,
237(1)520,
249(z)107,
250(z)58,
256(z)196,
259(z)182,
263(z)25,
271(z)195
- portfolio,
234(5)1458,
235(8)1976,
235(10)3245,
235(14)4149,
259(z)394,
259(z)425,
263(z)432
- robust,
234(1)114,
234(1)174,
234(12)3496,
235(1)102,
235(2)380,
235(7)1781,
235(13)3728,
236(5)653,
236(6)1370,
237(1)182,
239(z)231,
246(z)269,
251(z)47,
255(z)468,
259(z)394,
259(z)944,
261(z)127,
271(z)39
- selection,
235(10)3245,
235(14)4149,
257(z)29,
263(z)432
- set,
234(1)10,
234(5)1505,
235(16)4524,
235(17)4916,
236(6)1382,
236(6)1410,
236(6)1521,
236(10)2717,
236(12)3034,
236(16)4119,
237(1)389,
238(z)171,
246(z)251,
258(z)78,
258(z)168,
259(z)108,
259(z)798,
260(z)54,
260(z)543,
261(z)333,
270(z)343
- uncertainty,
233(6)1499,
235(13)3910,
236(18)4862,
259(z)914,
270(z)43