A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914): Difference between revisions
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Revision as of 08:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem |
scientific article |
Statements
A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (English)
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25 October 2006
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portfolio optimization
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complexity theory
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linear integer programming
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