An integer programming algorithm for portfolio selection with fixed charges (Q3328200): Difference between revisions
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Revision as of 11:45, 5 March 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)
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1982
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finance
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mean-variance portfolio selection model
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limited diversification
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fixed charge integer programming
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hypersurface search
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Fathoming
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