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An algorithmic approach to deriving the minimum-variance zero-beta portfolio

โœ Scribed by Gordon J. Alexander


Book ID
116126475
Publisher
Elsevier Science
Year
1977
Tongue
English
Weight
292 KB
Volume
4
Category
Article
ISSN
0304-405X

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An approach to the zero recognition prob
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The class of "holonomic function" is considered . We present a quasi-algorithm that recognizes whether a holonomic function is zero or not . The algorithm consists of procedures which obtain differential operators that annihilate sums, products, and definite integrals with, respect to parameters of