A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals
type: Item
instance of: scholarly article
title: A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals
zbMATH Open document ID: 0952.91035
DOI: 10.1016/S0377-2217(97)00048-9
author: Siddhartha S. Syam
published in: European Journal of Operational Research
publication date: 2001-01-18T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C20
Mathematics Subject Classification ID: 90C57
zbMATH DE Number: 1314731
zbMATH Keywords: portfolio selection
zbMATH Keywords: dual ascent
zbMATH Keywords: risk return
zbMATH Keywords: quadratic programming
zbMATH Keywords: finance
zbMATH Keywords: integer programming
zbMATH Keywords: branch-and-bound
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1314731