A Branch and Bound Algorithm for Solving Mean-risk-skewness Portfolio Models

Optimization Methods and Software

Volumn 10, Issue 2, 1998, Pages 297-317

  Konno, Hiroshi ^a   Suzuki, Takayuki ^a   Kobayashi, Daisuke ^b  

^a TOKYO INSTITUTE OF TECHNOLOGY   (Japan)

^b NONE

Author keywords

Absolute deviation; Branch and bound algorithm; Global optimization problem; Portfolio optimization; Skewness

Indexed keywords

EID: 0000198961     PISSN: 10556788     EISSN: None     Source Type: Journal    
DOI: 10.1080/10556789808805716     Document Type: Article

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