Title of article :
A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
Author/Authors :
Stefano Benati، نويسنده , , Romeo Rizzi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
complexity theory , Portfolio optimization , Linear integer programming
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
