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Linear and Mixed Integer Programming for Portfolio Optimization
Mansini, Renata, (2015)
Survey of multi-objective portfolio optimization by linear and mixed integer programming
Sawik, Bartosz, (2013)
Optimierung eines Portfolios mit hydro-thermischem Kraftwerkspark im börslichen Strom- und Gasterminmarkt
Bagemihl, Joachim, (2003)
Twenty years of linear programming based portfolio optimization
Mansini, Renata, (2014)
Linear programming models based on omega ratio for the enhanced index tracking problem
Guastaroba, Gianfranco, (2016)