A global optimization problem in portfolio selection (Q839845)
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scientific article; zbMATH DE number 5601671
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| English | A global optimization problem in portfolio selection |
scientific article; zbMATH DE number 5601671 |
Statements
A global optimization problem in portfolio selection (English)
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3 September 2009
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portfolio selection
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buy-in thresholds
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roundlots
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global optimization
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mixed-integer optimization
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0.7822572588920593
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0.7696276903152466
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0.766502320766449
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0.7567832469940186
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0.7563270330429077
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