Using linear programming to seek the optimum combination of investment

DOI10.1016/0096-3003(94)90115-5MaRDI QIDQ1805271zbMATH OpenOpenAlexWikidataFDO

Authors Mehran Hojati

Publication date 14 November 1995

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0096-3003(94)90115-5

zbMATH Keywords

computational efficiencyportfolio optimization

Mathematics Subject Classification ID

Linear programming (90C05) Abstract computational complexity for mathematical programming problems (90C60)

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Cites work

• scientific article; zbMATH DE number 3748742 (Why is no real title available?)
• Using computers to seek the optimum combination of investment

Cited in

(1)

• Linear programming and its application techniques in optimizing portfolio selection of a firm

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