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

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-.1007/s00186-012-0408-3
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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
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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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+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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+.1007/S00186-012-0408-3
@@ Property / DOI: 10.1007/S00186-012-0408-3 / rank @@
+Normal rank