Global optimization for bilevel portfolio design : economic insights from the Dow Jones Index
Julio González-Díaz, Brais González-Rodríguez, Marina Leal, Justo Puerto
| Year of publication: |
2021
|
|---|---|
| Authors: | González-Díaz, Julio ; González-Rodríguez, Brais ; Leal, Marina ; Puerto, Justo |
| Published in: |
Omega : the international journal of management science. - Oxford [u.a.] : Elsevier, ISSN 0305-0483, ZDB-ID 124502-8. - Vol. 102.2021, p. 1-18
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| Subject: | Bilevel optimization | Global Optimization | Nonlinear programming | Portfolio design | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Nichtlineare Optimierung |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.omega.2020.102353 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012514511