Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences

Detalhes bibliográficos
Autor(a) principal: Ferreira, Manuel Alberto M.
Data de Publicação: 2012
Outros Autores: Andrade, Marina, Matos, Maria Cristina Peixoto, Filipe, José António, Coelho, Manuel Pacheco
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10071/5604
Resumo: 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.
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spelling Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic SciencesConvex programmingKuhn-Tucker’s TheoremOptimizationThe 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.ExcelingTech Publisher2013-09-19T14:35:37Z2012-06-01T00:00:00Z2012-06info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10071/5604eng2047‐0916Ferreira, Manuel Alberto M.Andrade, MarinaMatos, Maria Cristina PeixotoFilipe, José AntónioCoelho, Manuel Pachecoinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-25T17:47:06ZPortal AgregadorONG
dc.title.none.fl_str_mv Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences
title Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences
spellingShingle Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences
Ferreira, Manuel Alberto M.
Convex programming
Kuhn-Tucker’s Theorem
Optimization
title_short Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences
title_full Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences
title_fullStr Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences
title_full_unstemmed Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences
title_sort Kuhn-Tucker’s Theorem - the Fundamental Result in Convex Programming Applied to Finance and Economic Sciences
author Ferreira, Manuel Alberto M.
author_facet Ferreira, Manuel Alberto M.
Andrade, Marina
Matos, Maria Cristina Peixoto
Filipe, José António
Coelho, Manuel Pacheco
author_role author
author2 Andrade, Marina
Matos, Maria Cristina Peixoto
Filipe, José António
Coelho, Manuel Pacheco
author2_role author
author
author
author
dc.contributor.author.fl_str_mv Ferreira, Manuel Alberto M.
Andrade, Marina
Matos, Maria Cristina Peixoto
Filipe, José António
Coelho, Manuel Pacheco
dc.subject.por.fl_str_mv Convex programming
Kuhn-Tucker’s Theorem
Optimization
topic Convex programming
Kuhn-Tucker’s Theorem
Optimization
description 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.
publishDate 2012
dc.date.none.fl_str_mv 2012-06-01T00:00:00Z
2012-06
2013-09-19T14:35:37Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10071/5604
url http://hdl.handle.net/10071/5604
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 2047‐0916
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv ExcelingTech Publisher
publisher.none.fl_str_mv ExcelingTech Publisher
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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