An integer programming algorithm for portfolio selection with fixed charges (Q3328200)
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scientific article; zbMATH DE number 3858786
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An integer programming algorithm for portfolio selection with fixed charges |
scientific article; zbMATH DE number 3858786 |
Statements
An integer programming algorithm for portfolio selection with fixed charges (English)
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1982
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finance
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mean-variance portfolio selection model
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limited diversification
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fixed charge integer programming
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hypersurface search
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Fathoming
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0.8450820446014404
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0.8003637790679932
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0.7950941920280457
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0.7936557531356812
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0.7895300984382629
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