Optimization Methods in Finance
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Published By Cambridge University Press

9780511753886
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

QP models: portfolio optimization

2010 ◽  
pp. 138-167
Author(s):  
Gerard Cornuejols ◽  
Reha Tutuncu
Keyword(s):  
Portfolio Optimization

Conic optimization models in finance

2010 ◽  
pp. 178-191 ◽  
Author(s):  
Gerard Cornuejols ◽  
Reha Tutuncu
Keyword(s):  
Optimization Models ◽  
Conic Optimization

References

2010 ◽  
pp. 338-341
Author(s):  
Gerard Cornuejols ◽  
Reha Tutuncu

Cones

2010 ◽  
pp. 322-322
Author(s):  
Gerard Cornuejols ◽  
Reha Tutuncu

Robust optimization models in finance

2010 ◽  
pp. 306-319 ◽  
Author(s):  
Gerard Cornuejols ◽  
Reha Tutuncu
Keyword(s):  
Robust Optimization ◽  
Optimization Models

DP models: option pricing

2010 ◽  
pp. 240-247
Author(s):  
Gerard Cornuejols ◽  
Reha Tutuncu
Keyword(s):  
Option Pricing
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