A heuristic algorithm for a portfolio optimization model applied to the Milan stock market (Q1915960)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A heuristic algorithm for a portfolio optimization model applied to the Milan stock market |
scientific article |
Statements
A heuristic algorithm for a portfolio optimization model applied to the Milan stock market (English)
0 references
21 August 1996
0 references
portfolio optimization
0 references
mixed integer linear model
0 references
heuristic solution
0 references
