Portfolio Construction Through Mixed-Integer Programming at Grantham, Mayo, Van Otterloo and Company-Reference-Cited by-同舟云学术

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Portfolio Construction Through Mixed-Integer Programming at Grantham, Mayo, Van Otterloo and Company

Published:1999-02 Issue:1 Volume:29 Page:49-66
ISSN:0092-2102
Container-title:Interfaces
language:en
Short-container-title:Interfaces

Author:

Bertsimas Dimitris,Darnell Christopher,Soucy Robert

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management of Technology and Innovation,Management Science and Operations Research,Strategy and Management

Link

https://pubsonline.informs.org/doi/pdf/10.1287/inte.29.1.49

Reference1 articles.

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