An integer programming algorithm for portfolio selection
Bruce Faaland
| Year of publication: |
1974
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|---|---|
| Authors: | Faaland, Bruce |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 20.1974, 10, p. 1376-1384
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| Subject: | Programming | Kapitalanlage | Portfolio-Management | Portfolio selection | Ganzzahlige Optimierung | Integer programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | mit bibliogr. Angaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002165456