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Kernel Search: a new heuristic framework for portfolio selection
Angelelli, Enrico; Mansini, Renata; Speranza, M. - In: Computational Optimization and Applications 51 (2012) 1, pp. 345-361
Persistent link: https://www.econbiz.de/10010998262
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Models and Simulations for Portfolio Rebalancing
Guastaroba, Gianfranco; Mansini, Renata; Speranza, M. - In: Computational Economics 33 (2009) 3, pp. 237-262
Persistent link: https://www.econbiz.de/10005701766
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An exact approach for portfolio selection with transaction costs and rounds
Mansini, Renata; Speranza, M. - In: IIE transactions / Institute of Industrial Engineers, … 37 (2005) 10, pp. 919-930
Persistent link: https://www.econbiz.de/10006160366