On the use of optimization models for portfolio selection: A review and some computational results
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Publication:1890889
DOI10.1007/BF01299454zbMath0824.90016OpenAlexW2120486584MaRDI QIDQ1890889
Mattias Sandström, Panos M. Pardalos, Constantin Zopounidis
Publication date: 23 May 1995
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01299454
constrained optimizationportfolio theoryMarkowitz mean-variance modeldual algorithmbond portfolio optimization
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