Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
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Publication:4646502
DOI10.1088/1469-7688/1/5/301zbMath1405.91559OpenAlexW2170221568MaRDI QIDQ4646502
M. D. Horniman, Norbert J. Jobst, Gautam Mitra, Cormac Lucas
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/1/5/301
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