Portfolio selection with divisible and indivisible assets: mathematical algorithm and economic analysis (Q2480249)
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scientific article; zbMATH DE number 5255840
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio selection with divisible and indivisible assets: mathematical algorithm and economic analysis |
scientific article; zbMATH DE number 5255840 |
Statements
Portfolio selection with divisible and indivisible assets: mathematical algorithm and economic analysis (English)
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31 March 2008
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portfolio selection
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mean-variance analysis
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asset pricing
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divisible and indivisible assets
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mixed-integer nonlinear optimization
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outer-approximation
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relaxation
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0.7797560095787048
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0.7662497162818909
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0.7650959491729736
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