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Master funds in portfolio analysis with general deviation measures

, , и . Journal of Banking & Finance, 30 (2): 743--778 (февраля 2006)

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R Giese

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R Manzke

 

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Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives.. Math. Oper. Res., 14 (3): 462-484 (1989)Lagrange Multipliers and Optimality.. SIAM Rev., 35 (2): 183-238 (1993)A Mathematical Model and Descent Algorithm for Bilevel Traffic Management., и . Transp. Sci., 36 (3): 271-291 (2002)Penalty Methods and Augmented Lagrangians in Nonlinear Programming.. Optimization Techniques, том 3 из Lecture Notes in Computer Science, стр. 418-425. Springer, (1973)Convexity in Hamilton-Jacobi Theory I: Dynamics and Duality., и . SIAM J. Control and Optimization, 39 (5): 1323-1350 (2000)Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization.. Math. Oper. Res., 6 (3): 424-436 (1981)Master funds in portfolio analysis with general deviation measures, , и . Journal of Banking & Finance, 30 (2): 743--778 (февраля 2006)Equilibrium with investors using a diversity of deviation measures, , и . Journal of Banking & Finance, 31 (11): 3251--3268 (ноября 2007)Preface to Asen L. Dontchev Memorial Special Issue., , и . Comput. Optim. Appl., 86 (3): 795-800 (декабря 2023)Envelope representations in Hamilton-Jacobi theory for fully convex problems of control., и . CDC, стр. 2768-2771. IEEE, (2001)