An empirical study on discrete optimization models for portfolio selection

DOI10.3934/jimo.2009.5.33zbMath1158.91373OpenAlexW2061524034MaRDI QIDQ1013443

Dan Sha, Xueting Cui, Xiaoling Sun

Publication date: 20 April 2009

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2009.5.33

zbMATH Keywords

portfolio selectiondiscrete modelempirical analysisreal featureShanghai stock market

Mathematics Subject Classification ID

Integer programming (90C10) Mixed integer programming (90C11) Portfolio theory (91G10)

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