A combinatorial optimization approach to scenario filtering in portfolio selection (Q2146965)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A combinatorial optimization approach to scenario filtering in portfolio selection |
scientific article |
Statements
A combinatorial optimization approach to scenario filtering in portfolio selection (English)
0 references
22 June 2022
0 references
mean-variance optimization
0 references
portfolio selection
0 references
filtering methods
0 references
mixed integer quadratic programming
0 references
0 references
0 references
