On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem
| Year of publication: |
2007
|
|---|---|
| Authors: | Corazza, Marco ; Favaretto, Daniela |
| Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 176.2007, 3, p. 1947-1960
|
| Publisher: |
Elsevier |