Applications of geometric moment theory related to optimal portfolio management-Reference-Cited by-同舟云学术

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Applications of geometric moment theory related to optimal portfolio management

Published:2006-05 Issue:9-10 Volume:51 Page:1405-1430
ISSN:0898-1221
Container-title:Computers & Mathematics with Applications
language:en
Short-container-title:Computers & Mathematics with Applications

Author:

Anastassiou G.A.

Publisher

Elsevier BV

Subject

Computational Mathematics,Computational Theory and Mathematics,Modelling and Simulation

Reference12 articles.

1. The general moment problem, a geometric approach;Kemperman;The Annals of Mathematical Statistics,1968

2. Moment Theory, Class notes;Kemperman,1983

3. Geometry of the moment problem;Kemperman,1987

4. Parameterfreie Abschatzung and Realisierung von Erwartungswerten;Richter;Blätter der Deutschen Gesellschaft fur Versicherungsmathematik,1957

5. Moments of non-negative mass;Rogosinsky,1958

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The multidimensional truncated moment problem: Gaussian mixture reconstruction from derivatives of moments;Journal of Mathematical Analysis and Applications;2023-01

2. The multidimensional truncated moment problem: The moment cone;Journal of Mathematical Analysis and Applications;2022-07

3. Disclosure to a Psychological Audience;American Economic Journal: Microeconomics;2018-11-01

4. Portfolio selection under possibilistic mean–variance utility and a SMO algorithm;European Journal of Operational Research;2009-09

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