USING THE LIBRARY OF SEDUMA FOR ROBUST OPTIMIZATION OF THE INVESTMENT PORTFOLIO

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作者
Isavnin, A. G. [1 ,2 ]
Galiev, D. R. [1 ,2 ]
机构
[1] Kazan Privolzhsky Fed Univ, Phys & Math Sci, Branch City Naberezhnye Chelny, Builders Blvd 1 5-10,Off 209, Kazan, Russia
[2] Kazan Privolzhsky Fed Univ, Dept Math Methods Econ, Branch City Naberezhnye Chelny, Kazan, Russia
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F [经济];
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02 ;
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页码:47 / 53
页数:7
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