Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints

Quantitative Finance

Volumn 1, Issue 5, 2001, Pages 489-501

  Jobst, N J ^a   Horniman, M D ^a   Lucas, C A ^a   Mitra, G ^a  

^a BRUNEL UNIVERSITY   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008834188     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/1/5/301     Document Type: Article

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