"Linear vs. quadratic portfolio selection models with hard real-world ..."

Francesco Cesarone, Andrea Scozzari, Fabio Tardella (2015)

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DOI: 10.1007/S10287-014-0210-1

access: closed

type: Journal Article

metadata version: 2020-05-10

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Francesco Cesarone, Andrea Scozzari, Fabio Tardella:
Linear vs. quadratic portfolio selection models with hard real-world constraints. Comput. Manag. Sci. 12(3): 345-370 (2015)

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