Title of article
A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
Author/Authors
Stefano Benati، نويسنده , , Romeo Rizzi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
12
From page
423
To page
434
Keywords
complexity theory , Portfolio optimization , Linear integer programming
Journal title
European Journal of Operational Research
Serial Year
2007
Journal title
European Journal of Operational Research
Record number
216366
Link To Document