A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914): Difference between revisions

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Latest revision as of 22:15, 24 June 2024

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A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
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    A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (English)
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    25 October 2006
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    portfolio optimization
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    complexity theory
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    linear integer programming
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