Solving cardinality constrained mean-variance portfolio problems via MILP
Year of publication: |
July 2017
|
---|---|
Authors: | Hardoroudi, Nasim Dehghan ; Keshvari, Abolfazl ; Kallio, Markku ; Korhonen, Pekka J. |
Published in: |
Annals of operations research ; volume 254, numbers 1/2 (July 2017). - New York, NY, USA : Springer. - 2017, p. 47-59
|
Subject: | Portfolio-Management | Portfolio selection | Mehrebenenanalyse | Multi-level analysis | Operations Research | Operations research |
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