The application of nonlinear optimisation to asset allocation and yield management

Bruce Murtagh

Research output: Contribution to journal › Conference paper › peer-review

Original language	English
Pages (from-to)	1036-1038
Number of pages	3
Journal	Proceedings of the Twenty-Ninth Annual Meeting of the Western Decision Sciences Institute
Publication status	Published - 2000
Event	Annual Meeting of the Western Decision Sciences Institute (29th : 2000) - Maui, United States Duration: 18 Apr 2000 → 21 Apr 2000

Cite this

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title = "The application of nonlinear optimisation to asset allocation and yield management",

author = "Bruce Murtagh",

year = "2000",

language = "English",

pages = "1036--1038",

journal = "Proceedings of the Twenty-Ninth Annual Meeting of the Western Decision Sciences Institute",

issn = "1098-2248",

publisher = "Decision Sciences Institute",

note = "Annual Meeting of the Western Decision Sciences Institute (29th : 2000) ; Conference date: 18-04-2000 Through 21-04-2000",

}

TY - JOUR

T1 - The application of nonlinear optimisation to asset allocation and yield management

AU - Murtagh, Bruce

PY - 2000

Y1 - 2000

M3 - Conference paper

SN - 1098-2248

SP - 1036

EP - 1038

JO - Proceedings of the Twenty-Ninth Annual Meeting of the Western Decision Sciences Institute

JF - Proceedings of the Twenty-Ninth Annual Meeting of the Western Decision Sciences Institute

T2 - Annual Meeting of the Western Decision Sciences Institute (29th : 2000)

Y2 - 18 April 2000 through 21 April 2000

ER -