Selecting a discrete portfolio

DOI10.1016/j.jmateco.2014.10.001zbMath1304.91205OpenAlexW2023465128MaRDI QIDQ478119

Wojciech Olszewski, Rakesh V. Vohra

Publication date: 3 December 2014

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2014.10.001

zbMATH Keywords

optimal discrete portfoliosselection algorithms

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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• Unimodular functions
• Maximal Flow Through a Network
• Simultaneous Search
• Theoretical Improvements in Algorithmic Efficiency for Network Flow Problems
• A Selection Problem of Shared Fixed Costs and Network Flows
• College Admissions and the Stability of Marriage

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