An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints (Q3100374): Difference between revisions
From MaRDI portal
Changed an Item |
Normalize DOI. |
||
| (5 intermediate revisions by 3 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1287/opre.1080.0599 / rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Ipopt / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: filterSQP / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: minlpBB / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3122931884 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1287/OPRE.1080.0599 / rank | |||
Normal rank | |||
Latest revision as of 16:28, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints |
scientific article |
Statements
An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints (English)
0 references
24 November 2011
0 references
programming: stochastic
0 references
integer: nonlinear, branch-and-bound
0 references
finance: portfolio
0 references
probability: distributions
0 references
\texttt{MINLP}
0 references
\texttt{CPLEX}
0 references
