Using linear programming to seek the optimum combination of investment

DOI10.1016/0096-3003(94)90115-5zbMATH Open0824.90014OpenAlexW1963611171WikidataQ126321762 ScholiaQ126321762MaRDI QIDQ1805271FDOQ1805271

Authors: Mehran Hojati 

Publication date: 14 November 1995

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0096-3003(94)90115-5

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zbMATH Keywords

portfolio optimizationcomputational efficiency

Mathematics Subject Classification ID

Linear programming (90C05) Abstract computational complexity for mathematical programming problems (90C60)

Cites Work

• Title not available (Why is that?)
• Using computers to seek the optimum combination of investment

Cited In (1)

• Linear programming and its application techniques in optimizing portfolio selection of a firm

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