scientific article; zbMATH DE number 1336607

DOI<275::AID-ASM364>3.0.CO;2-P 10.1002/(SICI)1099-0747(199812)14:4<275::AID-ASM364>3.0.CO;2-PzbMath0924.90015MaRDI QIDQ4258744

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Publication date: 14 September 1999

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zbMATH Keywords

separable programmingportfolio optimizationtransaction costs

Mathematics Subject Classification ID

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

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