Exact methods for large-scale multi-period financial planning problems
| Year of publication: |
2009
|
|---|---|
| Authors: | Baldacci, R. ; Boschetti, M. ; Christofides, N. ; Christofides, S. |
| Published in: |
Computational Management Science. - Springer. - Vol. 6.2009, 3, p. 281-306
|
| Publisher: |
Springer |
| Subject: | Portfolio management | Large scale optimization | Linear programming | Column/row generation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005061247