找到三篇类似的文献，是关于Portfolio Management方面的。简介如下：
第一篇
"Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management"
Journal of Computational and Applied Mathematics, Volume 220, Issues 1-2, 15 October 2008, Pages 739-748
Zinoviy Landsman
We present an explicit closed form solution of the problem of minimizing the root of a quadratic functional subject to a system of affine constraints. The result generalizes Z. Landsman, Minimization of the root of a quadratic functional under an affine equality constraint, J. Comput. Appl. Math. 2007, to appear, see
(http://www.sciencedirect.com/science/journal/03770427),
articles in press, where the optimization problem was solved under only one linear constraint. This is of interest for solving significant problems pertaining to financial economics as well as some classes of feasibility and optimization problems which frequently occur in tomography and other fields. The results are illustrated in the problem of optimal portfolio selection and the particular case when the expected return of finance portfolio is certain is discussed.
第二篇
"Program portfolio selection for reducing prioritized security risks"
European Journal of Operational Research, Volume 190, Issue 1, 1 October 2008, Pages 268-276
Theodore S. Glickman
第三篇
"Dynamic risk management of the lending rate policy of an interacted portfolio of loans via an investment strategy into a discrete stochastic framework"
Economic Modelling, Volume 25, Issue 4, July 2008, Pages 658-675
Athanasios A. Pantelous
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