English, Article, Journal or magazine article edition: Solving cardinality constrained portfolio optimization problems by C1,1 approximations Davide La Torre

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/58254
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Solving cardinality constrained portfolio optimization problems by C1,1 approximations
Author
  • Davide La Torre
Physical Description
  • preprint
Notes
  • In the paper we study a class of nonsmooth optimization problems arising in the theory of cardinality constrained portfolio analysis. The involved functions in this model arestrongly nondifferentiable; we give second order optimality conditions by C{1,1} approximations.
  • RePEc:mil:wpdepa:2002-22
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment