Lin, Chang-Chun - In: European Journal of Operational Research 194 (2009) 1, pp. 339-341
Benati and Rizzi [S. Benati, R. Rizzi, A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem, European Journal of Operational Research 176 (2007) 423-434], in a recent proposal of two linear integer programming models for portfolio optimization using...