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  • Search: subject:"mean-variance portfolio optimisation"
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Algorithm 1 Algorithmus 1 Cardinality constraint 1 Mathematical programming 1 Mathematische Optimierung 1 Portfolio selection 1 Portfolio-Management 1 Theorie 1 Theory 1 mean-variance portfolio optimisation 1 portfolio selection 1
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Free 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Metzler, Adam 1 Phelps, Nathan 1
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Journal of the Operational Research Society 1
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ECONIS (ZBW) 1
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Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation
Phelps, Nathan; Metzler, Adam - In: Journal of the Operational Research Society 75 (2024) 5, pp. 967-981
Persistent link: https://www.econbiz.de/10014555795
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