Selecting a discrete portfolio
type: Item
instance of: scholarly article
title: Selecting a discrete portfolio
zbMATH Open document ID: 1304.91205
author: Wojciech Olszewski
author: Rakesh V. Vohra
published in: Journal of Mathematical Economics
publication date: 2014-12-03T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6376379
zbMATH Keywords: optimal discrete portfolios
zbMATH Keywords: selection algorithms
MaRDI profile type: Publication
full work available at URL: j.jmateco.2014.10.001
OpenAlex ID: W2023465128
cites work: Simultaneous Search
cites work: Q5624995
cites work: Theoretical Improvements in Algorithmic Efficiency for Network Flow Problems
cites work: Maximal Flow Through a Network
cites work: College Admissions and the Stability of Marriage
cites work: Unimodular functions
cites work: A Selection Problem of Shared Fixed Costs and Network Flows
DOI: 10.1016/J.JMATECO.2014.10.001
Recommended article: Q4875653
Recommended article: Q3431284
Recommended article: Portfolio selection: a target-distribution approach
Recommended article: A method for portfolio choice
Recommended article: Portfolio selection: a review
Recommended article: Portfolio selection: an alternative approach
Recommended article: An empirical study on discrete optimization models for portfolio selection
Recommended article: Discrete time portfolio selection with proportional transaction costs
Recommended article: Q4690868
description: scientific article; zbMATH DE number 6376379