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

Author: Jobst N.J.   Horniman M.D.   Lucas C.A.   Mitra G.  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.1, Iss.5, 2001-05, pp. : 489-501

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Abstract