Complex portfolio selection via convex mixed-integer quadratic programming: a survey - Archive ouverte HAL
Journal Articles International Transactions in Operational Research Year : 2019

Complex portfolio selection via convex mixed-integer quadratic programming: a survey

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Operations Research [math.OC]
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Claudia D'Ambrosio  : Connect in order to contact the contributor

https://hal.science/hal-02322079

Submitted on : Wednesday, August 11, 2021-7:20:06 PM

Last modification on : Friday, August 2, 2024-3:12:38 AM

Long-term archiving on : Friday, November 12, 2021-7:25:31 PM

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hal-02322079 , version 1 (11-08-2021)

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Luca Mencarelli, Claudia d'Ambrosio. Complex portfolio selection via convex mixed-integer quadratic programming: a survey. International Transactions in Operational Research, 2019, 26 (2), pp.389-414. ⟨10.1111/itor.12541⟩. ⟨hal-02322079⟩

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