The Optimal Selection of Small Portfolios
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Publication:3657720
DOI10.1287/mnsc.29.7.792zbMath0512.90013OpenAlexW2087493275MaRDI QIDQ3657720
G. van der Hoek, B. Blog, Alexander H. G. Rinnooy Kan, G. Th. Timmer
Publication date: 1983
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.29.7.792
financeoptimal portfolioheuristic methodimplicit enumeration algorithmMarkowitz efficiencynegative beta-coefficientsrisk-return efficient portfolios
Applications of mathematical programming (90C90) Integer programming (90C10) Dynamic programming (90C39) Operations research and management science (90B99)
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