"Tight Upper Bounds on the Cardinality Constrained Mean-Variance Portfolio ..."

Fred Mayambala, Elina Rönnberg, Torbjörn Larsson (2014)

> Home

Details and statistics

DOI: 10.1007/978-3-319-28697-6_54

access: closed

type: Conference or Workshop Paper

metadata version: 2019-09-25

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/or/MayambalaRL14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/or/MayambalaRL14
Fred Mayambala, Elina Rönnberg, Torbjörn Larsson:
Tight Upper Bounds on the Cardinality Constrained Mean-Variance Portfolio Optimization Problem Using Truncated Eigendecomposition. OR 2014: 385-392

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.