Open AccessA Primal-Dual Polynomial Interior Point Method for Portfolio Investment without Short Sale
Author(s) -
振明 田
Publication year - 2016
Publication title -
ying yong shu xue jin zhan
Language(s) - English
Resource type - Journals
eISSN - 2324-7991
pISSN - 2324-8009
DOI - 10.12677/aam.2016.51008
Subject(s) - dual (grammatical number) , interior point method , portfolio , point (geometry) , investment (military) , investment portfolio , mathematical optimization , polynomial , mathematics , economics , mathematical economics , business , financial economics , computer science , mathematical analysis , geometry , art , political science , literature , politics , law