A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals (Q1296022)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals |
scientific article |
Statements
A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals (English)
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18 January 2001
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portfolio selection
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dual ascent
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risk return
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quadratic programming
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finance
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integer programming
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branch-and-bound
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