Semidefinite Programming
Gabl, Markus Gerald Alexander;
Semidefinite Programming
Diese Masterarbeit beschäftigt sich mit dem Thema der semidefiniten Programmierung und ihrer Anwendung im Bereich der Finanzwirtschaft. Es werden die theoretischen Grundlagen der semidefiniten Programmierung und darauf aufbauende Algorithmen vorgestellt. Danach werden verschiedene Anwendungen in der Finanzwirtschaft diskutiert. Diese Umfassen: Portfoliooptimierung, robuste Portfoliooptimierung, Hauptkomponenten Analyse und Asset-Bewertung.
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selected citations
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These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
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