A bi-level programming approach for global investment strategies with financial intermediation
type: Item
instance of: scholarly article
title: A bi-level programming approach for global investment strategies with financial intermediation
zbMATH Open document ID: 1430.91082
author: F. Benita
author: Francisco López-Ramos
author: Stefano Nasini
published in: European Journal of Operational Research
publication date: 2019-01-09T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 90C46
zbMATH DE Number: 6998922
zbMATH Keywords: portfolio management
zbMATH Keywords: financial intermediation
zbMATH Keywords: bi-level optimization
zbMATH Keywords: optimality conditions
zbMATH Keywords: valid inequalities
MaRDI profile type: Publication
full work available at URL: j.ejor.2018.10.009
OpenAlex ID: W2896150480
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Wikidata QID: Q129097357
DOI: 10.1016/J.EJOR.2018.10.009
description: scientific article; zbMATH DE number 6998922