A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals
| Year of publication: |
1998
|
|---|---|
| Authors: | Syam, Siddhartha S. |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 108.1998, 1, p. 196-207
|
| Publisher: |
Elsevier |