scientific article

zbMath1333.91052arXiv1404.3286MaRDI QIDQ2943932

Mahdi Moeini

Publication date: 7 September 2015

Full work available at URL: https://arxiv.org/abs/1404.3286

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

mixed integer programmingDC programmingportfolio selection problem

Mathematics Subject Classification ID

Convex programming (90C25) Applications of mathematical programming (90C90) Portfolio theory (91G10)

Uses Software

• CPLEX