Using Lagrangian relaxation to obtain small portfolios
Leonid Kopman, Shucheng Scott Liu, and Dong Shaw
| Year of publication: |
2009
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|---|---|
| Authors: | Kopman, Leonid ; Liu, Shucheng Scott ; Shaw, Dong |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 35.2008/09, 2, p. 75-79
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| Subject: | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | KMU | SME |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009520412