scientific article; zbMATH DE number 1539032
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Publication:4519487
zbMath0976.91035MaRDI QIDQ4519487
Marco Corazza, Daniela Favaretto
Publication date: 3 December 2000
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
mixed-integer nonlinear programmingmean-variance portfolio selectionexternal penalty function method
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