A branch and bound algorithm for discrete linear portfolio selection problems (Q3641978)
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scientific article; zbMATH DE number 5631244
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A branch and bound algorithm for discrete linear portfolio selection problems |
scientific article; zbMATH DE number 5631244 |
Statements
11 November 2009
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integer programming
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discrete linear portfolio selection
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branch-and-bound method
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0.8526209592819214
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0.8189421892166138
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0.8160156011581421
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0.8127347230911255
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0.81038498878479
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