LP SOLVABLE MODELS FOR PORTFOLIO OPTIMIZATION: A CLASSIFICATION AND COMPUTATIONAL COMPARISON

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MANSINI R.; OGRYCZAK W.; GRAZIA SPERANZA M.

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Journal: JOURNAL OF MANAGEMENT MATHEMATICS Year:2003 | Volume:14 | Issue:3 Page(s): 187-220

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Information Journal Paper

Title

LP SOLVABLE MODELS FOR PORTFOLIO OPTIMIZATION: A CLASSIFICATION AND COMPUTATIONAL COMPARISON

Author(s)

MANSINI R. | OGRYCZAK W. | GRAZIA SPERANZA M.

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Abstract

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APA: Copy

MANSINI, R., OGRYCZAK, W., & GRAZIA SPERANZA, M.. (2003). LP SOLVABLE MODELS FOR PORTFOLIO OPTIMIZATION: A CLASSIFICATION AND COMPUTATIONAL COMPARISON. JOURNAL OF MANAGEMENT MATHEMATICS, 14(3), 187-220. SID. https://sid.ir/paper/622396/en

Vancouver: Copy

MANSINI R., OGRYCZAK W., GRAZIA SPERANZA M.. LP SOLVABLE MODELS FOR PORTFOLIO OPTIMIZATION: A CLASSIFICATION AND COMPUTATIONAL COMPARISON. JOURNAL OF MANAGEMENT MATHEMATICS[Internet]. 2003;14(3):187-220. Available from: https://sid.ir/paper/622396/en

IEEE: Copy

R. MANSINI, W. OGRYCZAK, and M. GRAZIA SPERANZA, “LP SOLVABLE MODELS FOR PORTFOLIO OPTIMIZATION: A CLASSIFICATION AND COMPUTATIONAL COMPARISON,” JOURNAL OF MANAGEMENT MATHEMATICS, vol. 14, no. 3, pp. 187–220, 2003, [Online]. Available: https://sid.ir/paper/622396/en

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