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~isPartOf:"Journal of the Operational Research Society"
~person:"Guijarro Martinez, Francisco"
~subject:"Impact assessment"
~subject:"Mathematische Optimierung"
~subject:"Wirtschaftswachstum"
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A surrogate similarity measure for the mean-variance frontier optimisation problem under bound and cardinality constraints
Guijarro Martinez, Francisco
;
Tsinaslanidis, Prodromos E.
- In:
Journal of the Operational Research Society
72
(
2021
)
3
,
pp. 564-579
Persistent link: https://www.econbiz.de/10012500970
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A similarity measure for the cardinality constrained frontier in the mean–variance optimization model
Guijarro Martinez, Francisco
- In:
Journal of the Operational Research Society
69
(
2018
)
6
,
pp. 928-945
Persistent link: https://www.econbiz.de/10012226397
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