"Twenty years of linear programming based portfolio optimization."

Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza (2014)

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DOI: 10.1016/J.EJOR.2013.08.035

access: closed

type: Journal Article

metadata version: 2020-02-21

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Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza:
Twenty years of linear programming based portfolio optimization. Eur. J. Oper. Res. 234(2): 518-535 (2014)

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