An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints (Q3100374): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3122931884 / rank | |||
Normal rank | |||
Latest revision as of 21:13, 19 March 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
