Large-Scale Portfolio Optimization
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Publication:3340464
DOI10.1287/mnsc.30.10.1143zbMath0548.90008OpenAlexW2045513909MaRDI QIDQ3340464
Publication date: 1984
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/bed3527afe3bff1927fefcdd7b24ba1024806c3c
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Applications of mathematical programming (90C90) Management decision making, including multiple objectives (90B50) Portfolio theory (91G10)
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