Selected multiobjective methods for multiperiod portfolio optimization by mixed integer programming

Applications of Management Science

Volumn 14, Issue , 2010, Pages 3-34

  Sawik, Bartosz ^a  

^a NONE

Author keywords

Mixed integer programming; Multiobjective optimization; Multiperiod portfolio management

Indexed keywords

EID: 84871032418     PISSN: 02768976     EISSN: None     Source Type: Book Series    
DOI: 10.1108/S0276-8976(2010)0000014004     Document Type: Article

References (26)

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