An integer programming algorithm for portfolio selection with fixed charges (Q3328200)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integer programming algorithm for portfolio selection with fixed charges |
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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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