An integer programming algorithm for portfolio selection with fixed charges (Q3328200): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 14:30, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integer programming algorithm for portfolio selection with fixed charges |
scientific article |
Statements
An integer programming algorithm for portfolio selection with fixed charges (English)
0 references
1982
0 references
finance
0 references
mean-variance portfolio selection model
0 references
limited diversification
0 references
fixed charge integer programming
0 references
hypersurface search
0 references
Fathoming
0 references
