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Search: "Darnell, Christopher"
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HD28 .M414 no.4024-98
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Darnell, Christopher
2
Soucy, Robert
2
Bertsimas, Dimitris
1
Bertsimas, Dimitris.
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Betsimas, Dimitris
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Darnell, Christopher.
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Soucy, Robert.
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Sloan School of Management, Massachusetts Institute of Technology (MIT)
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Interfaces : the INFORMS journal on the practice of operations research
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Operations research, Management science : OR MS ; the international literature digest
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Working papers / Sloan School of Management, Massachusetts Institute of Technology (MIT)
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Portfolio construction through mixed integer programming
Bertsimas, Dimitris.
;
Darnell, Christopher.
;
Soucy, Robert.
-
Sloan School of Management, Massachusetts Institute of …
-
1998
Persistent link: https://www.econbiz.de/10005587550
Saved in:
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C: OPTIMAL ALLOCATION - Portfolio construction through mixed-integer programming at Grantham Mayo, Van Otterloo and Company
Bertsimas, Dimitris
;
Darnell, Christopher
;
Soucy, Robert
- In:
Operations research, Management science : OR MS ; the …
40
(
2000
)
2
,
pp. 163-164
Persistent link: https://www.econbiz.de/10006516565
Saved in:
3
ARTICLES - Portfolio Construction Through Mixed-Integer Programming at Grantham, Mayo, Van Otterloo and Company - GMO uses mixed-integer programming to construct 11 portfolios repr...
Betsimas, Dimitris
;
Darnell, Christopher
;
Soucy, Robert
- In:
Interfaces : the INFORMS journal on the practice of …
29
(
1999
)
1
,
pp. 49-66
Persistent link: https://www.econbiz.de/10006298054
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