On the use of optimization models for portfolio selection: A review and some computational results
type: Item
instance of: scholarly article
title: On the use of optimization models for portfolio selection: A review and some computational results
zbMATH Open document ID: 0824.90016
DOI: 10.1007/BF01299454
author: Panos M. Pardalos
author: Mattias Sandström
author: Constantin Zopounidis
published in: Computational Economics
publication date: 1995-05-23T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 758110
zbMATH Keywords: bond portfolio optimization
zbMATH Keywords: portfolio theory
zbMATH Keywords: Markowitz mean-variance model
zbMATH Keywords: dual algorithm
zbMATH Keywords: constrained optimization
describes a project that uses: GAMS
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01299454
OpenAlex ID: W2120486584
description: scientific article; zbMATH DE number 758110