An algebraic approach to integer portfolio problems
Year of publication: |
2011
|
---|---|
Authors: | Castro, Francisco de ; Gago Vargas, Manuel Jesús ; Hartillo, Isabel ; Puerto, Justo ; Ucha, José M. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 210.2011, 3 (1.5.), p. 647-659
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung | Integer programming | Mathematische Optimierung | Mathematical programming |
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