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http://hdl.handle.net/10071/5604
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Title: Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences
Authors: Ferreira, Manuel Alberto M.
Andrade, Marina
Matos, Maria Cristina Peixoto
Filipe, José António
Coelho, Manuel Pacheco
Keywords: Convex programming
Kuhn-Tucker’s Theorem
Optimization
Issue Date: Jun-2012
Publisher: ExcelingTech Publisher
Abstract: The optimization problems are not so important now in the field of production. But in the minimization risk problems, in profits maximization problems, in Marketing Research, in Finance, they are completely actual. An important example is the problem of minimizing portfolio risk, demanding a certain mean return. The main mathematical tool to solve these problems is the convex programming and the main result is the Kuhn-Tucker Theorem. In this work that result mathematical fundaments, in the context of real Hilbert spaces, are presented.
Peer reviewed: Sim
URI: http://hdl.handle.net/10071/5604
ISSN: 2047‐0916
Publisher version: The definitive version is available at: http://ojs.excelingtech.co.uk/
Appears in Collections:DM-RI - Artigos em revistas científicas internacionais

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Ferreira 2012 Int. J Latest Trends Fin. Eco. Sc. 2(2)111.pdf118.84 kBAdobe PDFView/Open


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