A heuristic algorithm for a portfolio optimization model applied to the Milan stock market (Q1915960): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0305-0548(95)00030-5 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2168523782 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Mean-absolute deviation portfolio optimization for mortgage-backed securities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4197612 / rank | |||
Normal rank | |||
Latest revision as of 11:56, 24 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A heuristic algorithm for a portfolio optimization model applied to the Milan stock market |
scientific article |
Statements
A heuristic algorithm for a portfolio optimization model applied to the Milan stock market (English)
0 references
21 August 1996
0 references
portfolio optimization
0 references
mixed integer linear model
0 references
heuristic solution
0 references
