scientific article; zbMATH DE number 915990

zbMATH Open0857.90008MaRDI QIDQ4889474FDOQ4889474

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Publication date: 28 October 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

portfolio selectionportfolio riskinteractive branch and bound

Mathematics Subject Classification ID

Linear programming (90C05) Multi-objective and goal programming (90C29) Portfolio theory (91G10)

Cited In (5)

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• Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
• A review of interactive methods for multiobjective integer and mixed-integer programming
• An interactive reference point approach for multiobjective mixed-integer programming using branch-and-bound
• Title not available (Why is that?)

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