2

Minimal concave cost rebalance of a portfolio to the efficient frontier

Year:
2003
Language:
english
File:
PDF, 189 KB
english, 2003
10

Portfolio optimization under transfer coefficient constraint

Year:
2012
Language:
english
File:
PDF, 357 KB
english, 2012
27

Integer programming approaches in mean-risk models

Year:
2005
Language:
english
File:
PDF, 106 KB
english, 2005