C: OPTIMAL ALLOCATION - Portfolio construction through mixed-integer programming at Grantham Mayo, Van Otterloo and Company
| Year of publication: |
2000
|
|---|---|
| Authors: | Bertsimas, Dimitris ; Darnell, Christopher ; Soucy, Robert |
| Published in: |
Operations research, Management science : OR MS ; the international literature digest. - Davenport, Iowa : Executive Sciences Institute, ISSN 0030-3658, ZDB-ID 207381x. - Vol. 40.2000, 2, p. 163-164
|