On the existence of solutions to the quadratic mixed-integer mean–variance portfolio selection problem
| Year of publication: |
2007
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|---|---|
| Authors: | Corazza, Marco ; Favaretto, Daniela |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 176.2007, 3, p. 1947-1960
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