An integer programming algorithm for portfolio selection with fixed charges

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1 March 1982

journal article
research article
Published by Wiley in Naval Research Logistics Quarterly

Vol. 29 (1) , 147-150
https://doi.org/10.1002/nav.3800290113

Abstract

No abstract available

Keywords

This publication has 6 references indexed in Scilit:

Multicriteria integer programming: A (hybrid) dynamic programming recursive approach
Mathematical Programming, 1981
Postoptimality analysis in nonlinear integer programming: The right‐hand side case
Naval Research Logistics Quarterly, 1981
On the solution of some (parametric) linear complementarity problems with applications to portfolio selection, structural engineering and actuarial graduation
Mathematical Programming, 1979
An Integer Programming Algorithm for Portfolio Selection
Management Science, 1974
A LIMITED‐DIVERSIFICATION PORTFOLIO SELECTION MODEL FOR THE SMALL INVESTOR
The Journal of Finance, 1974
A Linear Programming Algorithm for Mutual Fund Portfolio Selection
Management Science, 1967