The Financial Equilibrium Problem with a Markowitz-Type Memory Term and Adaptive Constraints

The Financial Equilibrium Problem with a Markowitz-Type Memory Term and Adaptive Constraints

0.00 Avg rating0 Votes
Article ID: iaor20163681
Volume: 171
Issue: 1
Start Page Number: 276
End Page Number: 296
Publication Date: Oct 2016
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Keywords: financial, risk, heuristics
Abstract:

In this paper, we generalize the Markowitz measure of the risk proposed in a stationary setting. We provide an evolutionary Markowitz‐type measure of the risk with a memory term and show that this function is effective, namely an existence theorem for the general financial problem can be proved.

Reviews

Required fields are marked *. Your email address will not be published.