An exact algorithm for small-cardinality constrained portfolio optimisation
David I. Graham and Matthew J. Craven
| Year of publication: |
2021
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|---|---|
| Authors: | Graham, David I. ; Craven, Matthew J. |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 72.2021, 6, p. 1415-1431
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| Subject: | cardinality constraint | deterministic methods | evolutionary algorithm | operational research | Portfolio selection | quadratic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Operations Research | Operations research | Algorithmus | Algorithm |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2020.1718019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012588895