Complex portfolio selection via convex mixed‐integer quadratic programming: a survey
From MaRDI portal
Publication:6070970
DOI10.1111/itor.12541MaRDI QIDQ6070970
Claudia D'Ambrosio, Luca Mencarelli
Publication date: 27 November 2023
Published in: International Transactions in Operational Research (Search for Journal in Brave)
portfolio selectionexact methodsmixed integer quadratic programmingconvex MINLProbust and probabilistic optimization
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