A bi-level programming approach for global investment strategies with financial intermediation
Francisco Benita, Francisco López-Ramos, Stefano Nasini
| Year of publication: |
2019
|
|---|---|
| Authors: | Benita, Francisco ; López-Ramos, Francisco ; Nasini, Stefano |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 274.2019, 1 (1.4.), p. 375-390
|
| Subject: | Portfolio management | Financial intermediation | Bi-level optimization | Optimality conditions | Valid inequalities | Portfolio-Management | Portfolio selection | Finanzintermediation | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2018.10.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011990077