A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals
| Year of publication: |
1998
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|---|---|
| Authors: | Syam, Siddhartha S. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 108.1998, 1, p. 196-207
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