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Q4519487 - MaRDI portal

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scientific article; zbMATH DE number 1539032
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scientific article; zbMATH DE number 1539032

    Statements

    author
    Marco Corazza
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    Daniela Favaretto
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    publication date
    3 December 2000
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    zbMATH Keywords
    mean-variance portfolio selection
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    mixed-integer nonlinear programming
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    external penalty function method
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    Identifiers

    zbMATH DE Number
    1539032
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