A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
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Publication:1915960
DOI10.1016/0305-0548(95)00030-5zbMath0849.90015OpenAlexW2168523782MaRDI QIDQ1915960
Publication date: 21 August 1996
Published in: Computers \& Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0305-0548(95)00030-5
Applications of mathematical programming (90C90) Mixed integer programming (90C11) Approximation methods and heuristics in mathematical programming (90C59) Portfolio theory (91G10)
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