Solving cardinality constrained mean-variance portfolio problems via MILP
Dehghan Hardoroudi, Nasim, Keshvari, Abolfazl, Kallio, Markku, Korhonen, PekkaТом:
254
Мова:
english
Журнал:
Annals of Operations Research
DOI:
10.1007/s10479-017-2447-x
Date:
July, 2017
Файл:
PDF, 707 KB
english, 2017