Portfolio optimization with short-selling and spin-glass

European Physical Journal B

Volumn 27, Issue 2, 2002, Pages 263-272

  Bongini, L ^a   Degli Esposti, M ^b   Giardina C ^b   Schianchi, A ^c  

^a INFM   (Italy)

^b UNIVERSITY OF BOLOGNA   (Italy)

^c UNIVERSITY OF PARMA   (Italy)

Author keywords

89.65.Gh Economics, business, and financial markets

Indexed keywords

EID: 0042092530     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1140/epjb/e20020143     Document Type: Article

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