On LP Solvable Models for Portfolio Selection

Informatica

Volumn 14, Issue 1, 2003, Pages 37-62

  Mansini, Renata ^a   Ogryczak, Włodzimierz ^b   Speranza, M Grazia ^a  

^a UNIVERSITY OF BRESCIA   (Italy)

^b WARSAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Linear programming; Mean risk model; Portfolio optimization

Indexed keywords

EID: 0141643204     PISSN: 08684952     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Review

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