Semenikhin K.V.

K.V. Semenikhin

Information about the author K.V. Semenikhin will soon be added to the site.
Found 2 papers in total
Minimax optimization of investment portfolio by quantile criterion
Minimax optimization of investment portfolio by quantile criterion
2003
Optimization of a single-step investment strategy by a quantile criterion is studied....
Minimax quadratic optimization and its application to investment planning
Minimax quadratic optimization and its application to investment planning
2001
Minimax optimization with a quadratic criterion and linear equality- and...
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