DOI10.1007/s12597-019-00400-4zbMath1470.91241MaRDI QIDQ2009199
Kusum Deep, Vanita Garg
Publication date: 27 November 2019 Published in: Opsearch (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1007/s12597-019-00400-4
zbMATH Keywords
portfolio optimization; LX-BBO; mean variance model
Mathematics Subject Classification ID
90C20: Quadratic programming
91G10: Portfolio theory