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Linear and mixed integer programming for portfolio optimization - MaRDI portal

Linear and mixed integer programming for portfolio optimization (Q2354180)

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Linear and mixed integer programming for portfolio optimization
scientific article

    Statements

    title
    Linear and mixed integer programming for portfolio optimization (English)
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    author
    Yanyan Li
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    publication date
    10 July 2015
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    Identifiers

    Mathematics Subject Classification ID
    91-01
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    91G10
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    90C90
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    90C05
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    90C11
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    zbMATH DE Number
    6457543
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    OpenAlex ID
    W2502494221
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