Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841): Difference between revisions

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-.1016/j.cor.2007.05.004
@@ Property / DOI: 10.1016/j.cor.2007.05.004 / rank @@
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+Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
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+Large-Scale Portfolio Optimization
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@@ Property / DOI: 10.1016/J.COR.2007.05.004 / rank @@
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