LP solvable models for portfolio optimization: a classification and computational comparison
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Publication:4464020
DOI10.1093/imaman/14.3.187zbMath1115.91336OpenAlexW2170255023MaRDI QIDQ4464020
Włodzimierz Ogryczak, Renata Mansini
Publication date: 27 May 2004
Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9e1f5cf1badbef6baf56fc02186794c9b2f843fe
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