A branch-and-bound algorithm for discrete multi-factor portfolio optimization model (Q3538479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A branch-and-bound algorithm for discrete multi-factor portfolio optimization model |
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A branch-and-bound algorithm for discrete multi-factor portfolio optimization model (English)
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24 November 2008
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portfolio optimization
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discrete multi-factor model
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Lagrangian relaxation
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branch-and-bound method
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