A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
type: Item
instance of: scholarly article
title: A heuristic algorithm for a portfolio optimization model applied to the Milan stock market
zbMATH Open document ID: 0849.90015
DOI: 10.1016/0305-0548(95)00030-5
author: Yanyan Li
published in: Computers \& Operations Research
publication date: 1996-08-21T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C11
Mathematics Subject Classification ID: 90C59
zbMATH DE Number: 895067
zbMATH Keywords: portfolio optimization
zbMATH Keywords: mixed integer linear model
zbMATH Keywords: heuristic solution
MaRDI profile type: Publication
full work available at URL: 0305-0548(95)00030-5
OpenAlex ID: W2168523782
cites work: Mean-absolute deviation portfolio optimization for mortgage-backed securities
cites work: Q4197612
description: scientific article; zbMATH DE number 895067