مرکز منطقه ای اطلاع رساني علوم و فناوري - Heuristic algorithms for the portfolio selection problem with minimum transaction lots

Title of article :

Heuristic algorithms for the portfolio selection problem with minimum transaction lots

Author/Authors :

Renata Mansini، نويسنده , , Maria Grazia Speranza، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1999

Pages :

From page :

219

To page :

233

Keywords :

Minimum transaction lots , integer programming , Heuristics , Portfolio optimization

Journal title :

European Journal of Operational Research

Serial Year :

1999

Journal title :

European Journal of Operational Research

Record number :

212861

Link To Document :