"Portfolio Construction Through Mixed-Integer Programming at Grantham, ..."

Dimitris Bertsimas, Christopher Darnell, Robert Soucy (1999)

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DOI: 10.1287/INTE.29.1.49

access: closed

type: Journal Article

metadata version: 2017-05-27

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Dimitris Bertsimas, Christopher Darnell, Robert Soucy:
Portfolio Construction Through Mixed-Integer Programming at Grantham, Mayo, Van Otterloo and Company. Interfaces 29(1): 49-66 (1999)

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