Portfolio Mathematics with General Linear and Quadratic Constraints

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

Citations

"Portfolio Mathematics with General Linear and Quadratic Constraints"
written by David L. Stowe,
published by Journal of Mathematical Finance, Vol.9 No.4, 2019

has been cited by the following article(s):

[1]	Modeling of Mean-Value-at-Risk Investment Portfolio Optimization Considering Liabilities and Risk-Free Assets
	Computation, 2024

[2]	Impact of ESG Objectives on a Portfolio.
	Journal of Portfolio Management, 2024

[3]	Reconciling TEV and VaR in Active Portfolio Management: A New Frontier
	2022

[4]	Problemi di gestione attiva di portafoglio
	2022

[5]	Comparing the performance and composition of tracking error constrained and unconstrained portfolios
	2021

[6]	Constructing feasible portfolios under tracking error, beta, alpha, utility and asset weight constraints
	2019

[1]	Aligning green budgeting with nationally determined contributions Climate Policy, 2025 DOI:10.1080/14693062.2025.2502108

[2]	Modeling of Mean-Value-at-Risk Investment Portfolio Optimization Considering Liabilities and Risk-Free Assets Computation, 2024 DOI:10.3390/computation12060120

[3]	Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier Computational Economics, 2024 DOI:10.1007/s10614-024-10684-4

Top