Integer programming approaches in mean-risk models

Computational Management Science

Volumn 2, Issue 4, 2005, Pages 339-351

  Konno, Hiroshi ^a   Yamamoto, Rei ^a  

^a CHUO UNIVERSITY   (Japan)

Author keywords

Integer constraints; Integer programming; Mean absolute deviation model; Portfolio optimization

Indexed keywords

EID: 27644465300     PISSN: 1619697X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10287-005-0038-9     Document Type: Article

References (14)

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