PaperNetwork techniques for solving asset diversification problems in finance
References (18)
Evaluating time streams of income
Omega
(1974)- et al.
Quadratic programming applications
Omega
(1977) Quadratic Programming
(1964)- et al.
Finite Graphs and Networks
(1965) Generalized Lagrange multiplier method for solving problems of optimum allocation of resources
Ops Res.
(1963)Econometric Theory
(1964)A minimum-cost multicommodity network flow problem concerning imports and exports
Networks
(1975)A linear alternative to quadratic and semivariance programming for farm planning under uncertainty
Am. J. Agric. Economics
(1971)
There are more references available in the full text version of this article.
Cited by (0)
- †
Bruce L. Golden is Chairman of the Department of Management Science and Statistics at the University of Maryland. His research interests include network optimization, mathematical programming, and applied statistics, and he has published numerous articles in these fields. He is currently an Associate Editor of Networks, a member of ORSA's Long Range Planning Committee, and a member of ORSA's Transportation Science Dissertation Prize Committee. Dr. Golden received his B.A. from the University of Pennsylvania in Mathematics. Later he earned his M.S. and Ph.D. in Operations Research from M.I.T.
Copyright © 1982 Published by Elsevier Ltd.