skip to main content
10.1145/335305.335333acmconferencesArticle/Chapter ViewAbstractPublication PagesstocConference Proceedingsconference-collections
Article
Free Access

The risk profile problem for stock portfolio optimization (extended abstract)

Authors Info & Claims
Published:01 May 2000Publication History
First page image

References

  1. 1.M. Dyer and A. Frieze. Computing the volume of convex bodies: a case where randomness provably helps. In Probabilistic combinatorics and its applications, pages 123-169. American Mathematical Society, Providence, RI, 1991.Google ScholarGoogle Scholar
  2. 2.M. Dyer, A. Frieze, and R. Kannan. A random polynomial-time algorithm for approximating the volume of convex bodies. Journal of the ACM, 38(1):1-17, 1991. Google ScholarGoogle ScholarDigital LibraryDigital Library
  3. 3.M. Dyer, R. Kannan, and J. Mount. Sampling contingency tables. Random Structures Algorithms, 10(4):487- 506, 1997. Google ScholarGoogle ScholarDigital LibraryDigital Library
  4. 4.A. V. Goldberg and S. Rao. Beyond the flow decomposition barrier. Journal of the A CM, 45(5):783-797, 1998. Google ScholarGoogle ScholarDigital LibraryDigital Library
  5. 5.R. Kannan. Markov chains and polynomial time algorithms. In Proceedings of the 35th Annual IEEE Symposium on the Foundations of Computer Science, pages 656-671, 1994.Google ScholarGoogle ScholarDigital LibraryDigital Library
  6. 6.R. Kannan, L. Lov~z, and M. Simonovits. Random walks and an O* (n5) volume algorithm for convex bodies. Random Structures Algorithms, 11(1):1-50, 1997. Google ScholarGoogle ScholarDigital LibraryDigital Library
  7. 7.W. F. Sharpe, G. J. Alexander, and J. V. Bailey. Investments. Prentice-Hall, Upper Saddle River, NJ, 5th edition, 1995.Google ScholarGoogle Scholar

Index Terms

  1. The risk profile problem for stock portfolio optimization (extended abstract)

        Recommendations

        Comments

        Login options

        Check if you have access through your login credentials or your institution to get full access on this article.

        Sign in
        • Published in

          cover image ACM Conferences
          STOC '00: Proceedings of the thirty-second annual ACM symposium on Theory of computing
          May 2000
          756 pages
          ISBN:1581131844
          DOI:10.1145/335305

          Copyright © 2000 ACM

          Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

          Publisher

          Association for Computing Machinery

          New York, NY, United States

          Publication History

          • Published: 1 May 2000

          Permissions

          Request permissions about this article.

          Request Permissions

          Check for updates

          Qualifiers

          • Article

          Acceptance Rates

          STOC '00 Paper Acceptance Rate85of182submissions,47%Overall Acceptance Rate1,469of4,586submissions,32%

          Upcoming Conference

          STOC '24
          56th Annual ACM Symposium on Theory of Computing (STOC 2024)
          June 24 - 28, 2024
          Vancouver , BC , Canada
        • Article Metrics

          • Downloads (Last 12 months)40
          • Downloads (Last 6 weeks)4

          Other Metrics

        PDF Format

        View or Download as a PDF file.

        PDF

        eReader

        View online with eReader.

        eReader