On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (Q853084)
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scientific article; zbMATH DE number 5073159
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| English | On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem |
scientific article; zbMATH DE number 5073159 |
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On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (English)
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15 November 2006
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finance
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mean-variance portfolio selection problem
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finite divisibility of financial assets
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quadratic mixed-integer programming
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0.7797560095787048
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0.7720843553543091
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0.7592856884002686
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0.755338728427887
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