The following pages link to (Q3641478):
Displaying 4 items.
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (Q1695045) (← links)
- A compact mean-variance-skewness model for large-scale portfolio optimization and its application to the NYSE market (Q3505796) (← links)
- Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (Q4646502) (← links)