A heuristic algorithm for a portfolio optimization model applied to the Milan stock market (Q1915960): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0305-0548(95)00030-5 / rank | |||
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| Property / cites work: Mean-absolute deviation portfolio optimization for mortgage-backed securities / rank | |||
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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)
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21 August 1996
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portfolio optimization
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mixed integer linear model
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heuristic solution
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