A global optimization problem in portfolio selection
| Year of publication: |
2009
|
|---|---|
| Authors: | Bartholomew-Biggs, M. ; Kane, S. |
| Published in: |
Computational Management Science. - Springer. - Vol. 6.2009, 3, p. 329-345
|
| Publisher: |
Springer |
| Subject: | Portfolio selection | Buy-in thresholds | Roundlots | Global optimization | Mixed-integer optimization |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005061252