A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals

Publisher： Elsevier

ISSN： 0377-2217

Source： European Journal of Operational Research, Vol.108, Iss.1, 1998-07, pp. : 196-207

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The optimal portfolio problem with coherent risk measure constraints

By Benati S.

European Journal of Operational Research, Vol. 150, Iss. 3, 2003-11 ,pp. : 572-584

Elsevier

Access to resources Recommend Favorite

A note on ''a dual-ascent approach to the fixed-charge capacitated network design problem''

By Gendron B.

European Journal of Operational Research, Vol. 138, Iss. 3, 2002-05 ,pp. : 671-675

Elsevier

Access to resources Recommend Favorite

Project selection with discounted returns and multiple constraints

By Kyparisis G.J. Gupta S.K. Chi-Ming I.

European Journal of Operational Research, Vol. 94, Iss. 1, 1996-10 ,pp. : 87-96

Elsevier

Access to resources Recommend Favorite

Heuristic algorithms for the portfolio selection problem with minimum transaction lots

By Mansini R. Speranza M.G.

European Journal of Operational Research, Vol. 114, Iss. 2, 1999-04 ,pp. : 219-233

Elsevier

Access to resources Recommend Favorite

Material Selection Using a Novel Multiple Attribute Decision Making Method

International Journal of Manufacturing, Materials, and Mechanical Engineering (IJMMME), Vol. 1, Iss. 1, 2011-01 ,pp. : 43-56

IGI Global_journal

Access to resources Recommend Favorite