Competitive ratio for portfolio management; Financial applications of multicriteria analysis; Portfolio selection and multicriteria analysis; Robust optimization; Semi-infinite programming and applications in financeCompetitive ratio for portfolio management; Financial applications of multicriteria analysis; Portfolio selection and multicriteria analysis; Robust optimization; Semi-infinite programming and applications in financeFINANCIAL OPTIMIZATIONFinancial optimization Chapter uri icon

author list (cited authors)

  • Mulvey, J. M., & Shetty, B.

complete list of authors

  • Mulvey, John M||Shetty, Bala

Book Title

  • Encyclopedia of Optimization

publication date

  • January 2001