A new method for mean-variance portfolio optimization with cardinality constraints
Francesco Cesarone, Andrea Scozzari, Fabio Tardella
| Year of publication: |
2013
|
|---|---|
| Authors: | Cesarone, Francesco ; Scozzari, Andrea ; Tardella, Fabio |
| Published in: |
Operations research models in banking management. - New York, NY : Springer. - 2013, p. 213-234
|
| Subject: | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung | Integer programming | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009739297