A network-based data mining approach to portfolio selection via weighted clique relaxations

Author： Boginski Vladimir   Butenko Sergiy   Shirokikh Oleg   Trukhanov Svyatoslav   Gil Lafuente Jaime  

Publisher： Springer Publishing Company

ISSN： 0254-5330

Source： Annals of Operations Research, Vol.216, Iss.1, 2014-05, pp. : 23-34

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