A new method for mean-variance portfolio optimization with cardinality constraints
Year of publication: |
2013
|
---|---|
Authors: | Cesarone, Francesco ; Scozzari, Andrea ; Tardella, Fabio |
Published in: |
Operations research models in banking management. - New York, NY : Springer. - 2013, p. 213-234
|
Subject: | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung | Integer programming | Mathematische Optimierung | Mathematical programming |
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