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A global optimization problem in portfolio selection - MaRDI portal

A global optimization problem in portfolio selection (Q839845)

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scientific article; zbMATH DE number 5601671
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English
A global optimization problem in portfolio selection
scientific article; zbMATH DE number 5601671

    Statements

    A global optimization problem in portfolio selection (English)
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    3 September 2009
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    portfolio selection
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    buy-in thresholds
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    roundlots
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    global optimization
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    mixed-integer optimization
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