Heuristic algorithms for the portfolio selection problem with minimum transaction lots (Q1296348): Difference between revisions

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+Computation of mean-semivariance efficient sets by the critical line algorithm
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+A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
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+Mean-absolute deviation portfolio optimization for mortgage-backed securities
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+Notes: A Reformulation of a Mean-Absolute Deviation Portfolio Optimization Model
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+A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
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+Selecting portfolios with fixed costs and minimum transaction lots
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+Q4198056
@@ Property / cites work: Q4198056 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0377-2217(98)00252-5
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+W2144015438
@@ Property / OpenAlex ID: W2144015438 / rank @@
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