A global optimization problem in portfolio selection
Year of publication: |
2009
|
---|---|
Authors: | Bartholomew-Biggs, Michael C. ; Kane, S. J. |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 6.2009, 3, p. 329-345
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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