An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints (Q3100374)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints |
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An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints (English)
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24 November 2011
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programming: stochastic
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integer: nonlinear, branch-and-bound
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finance: portfolio
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probability: distributions
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\texttt{MINLP}
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\texttt{CPLEX}
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