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zbMath1240.91153MaRDI QIDQ3108922

Shufen Niu, Li Chen

Publication date: 27 January 2012

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

zbMATH Keywords

Lagrangian relaxation portfolio optimization branch-and-bound method cardinality constraint discrete multi-factor model

Mathematics Subject Classification ID

Integer programming (90C10) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Portfolio theory (91G10)

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