Kernel Search: a new heuristic framework for portfolio selection
| Year of publication: |
2012
|
|---|---|
| Authors: | Angelelli, Enrico ; Mansini, Renata ; Speranza, M. |
| Published in: |
Computational Optimization and Applications. - Springer. - Vol. 51.2012, 1, p. 345-361
|
| Publisher: |
Springer |
| Subject: | Kernel Search | Portfolio optimization with real features | Mixed Integer Linear Programming |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010998262