Integer programming approaches in mean-risk models (Q2493230)
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scientific article; zbMATH DE number 5031350
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| English | Integer programming approaches in mean-risk models |
scientific article; zbMATH DE number 5031350 |
Statements
Integer programming approaches in mean-risk models (English)
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12 June 2006
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portfolio optimization
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mean-absolute deviation model
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integer constraints
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integer programming
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0.9142926
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0.90425926
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0.8976223
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0.8956532
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0.88901967
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0.8868314
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0.8853917
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0.87956774
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