مرکز منطقه ای اطلاع رساني علوم و فناوري - On the existence of solutions to the quadratic mixed-integer mean

Title of article :

On the existence of solutions to the quadratic mixed-integer mean–variance portfolio selection problem

Author/Authors :

Marco Corazza، نويسنده , , Daniela Favaretto، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1947

To page :

1960

Keywords :

finance , Finite divisibility of financial assets , Mean–variance portfolio selection problem , Quadratic mixed-integer programming

Journal title :

European Journal of Operational Research

Serial Year :

2007

Journal title :

European Journal of Operational Research

Record number :

216465

Link To Document :