Portfolio-optimization models for small investors
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/s00186-012-0408-3.pdf
Reference15 articles.
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3. De Loera J, Hemmecke R, Onn S, Weismantel R (2008b) N-fold integer programming. Discret Opt 5: 231–241
4. Konno H, Wijayanayake A (2001) Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints. Math Program 89: 233–250
5. Konno H, Yamamoto R (2005) Integer programming approaches in mean-risk models. Comput Manag Sci 2: 339–351
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