Twenty years of linear programming based portfolio optimization
Renata Mansini; Wlodzimierz Ogryczak; M. Grazia Speranza
| Year of publication: |
2014
|
|---|---|
| Authors: | Mansini, Renata ; Ogryczak, Włodzimierz ; Speranza, Maria Grazia |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 518-535
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| Subject: | Survey | LP computable mean-risk and mean-safety models | Real features | Transaction costs | Exact and heuristic algorithms | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Transaktionskosten | Theorie | Theory | Heuristik | Heuristics | Algorithmus | Algorithm |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010356709