//-->
Computation of systemic risk measures : a mixed-integer programming approach
Ararat, Çağın, (2023)
Quantitative equity investing : techniques and strategies
Fabozzi, Frank J., (2010)
An efficient equity investing model using smart beta based on market phase information
Yamamoto, Rei, (2021)
Integer programming approaches in mean-risk models
Konno, Hiroshi, (2005)
A MEAN-VARIANCE-SKEWNESS MODEL: ALGORITHM AND APPLICATIONS
KONNO, HIROSHI, (2005)