Portfolio-optimization models for small investors (Q2392807): Difference between revisions

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+https://doi.org/10.1007/s00186-012-0408-3
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+W2051576735
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+An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
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+FPTAS for optimizing polynomials over the mixed-integer points of polytopes in fixed dimension
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+\(N\)-fold integer programming
@@ Property / cites work: \(N\)-fold integer programming / rank @@
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+Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
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+Integer programming approaches in mean-risk models
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+Convex risk measures for portfolio optimization and concepts of flexibility
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+Q4233408
@@ Property / cites work: Q4233408 / rank @@
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@@ Property / cites work @@
+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
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+A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
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+A Minimax Portfolio Selection Rule with Linear Programming Solution
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+Publication:2392807