Linear and mixed integer programming for portfolio optimization
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Publication:2354180
DOI10.1007/978-3-319-18482-1zbMath1316.91002OpenAlexW2502494221MaRDI QIDQ2354180
Publication date: 10 July 2015
Published in: EURO Advanced Tutorials on Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-18482-1
Applications of mathematical programming (90C90) Mixed integer programming (90C11) Linear programming (90C05) Portfolio theory (91G10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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