INTEGER PROGRAMMING ALGORITHM FOR PORTFOLIO SELECTION

被引：14

作者：

FAALAND, B ^{[1
]}

机构：

[1] UNIV WASHINGTON,GRAD SCH BUSINESS,SEATTLE,WA 98105

来源：

MANAGEMENT SCIENCE SERIES B-APPLICATION | 1974年 / 20卷 / 10期

关键词：

D O I：

10.1287/mnsc.20.10.1376

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

引用

页码：1376 / 1384

页数：9

共 11 条

[1] ASSESSMENT OF RISK [J].

BLUME, ME .

[2]

FAALAND B, 1972, 34 STANF U DEP OP RE

[3] A LINEAR-PROGRAMMING APPROACH TO THE CUTTING STOCK PROBLEM .2. [J].

GILMORE, PC ;

GOMORY, RE .

HILLIER, FS .

[5]

JACOB NL, TO BE PUBLISHED

[6]

LAUGHHUNN DJ, 1971, J BUS FINAN, V3, P43

[7]

Markowitz H., 1971, PORTFOLIO SELECTION

PETERSON, DE ;

LAUGHHUNN, DJ .

MANAGEMENT SCIENCE SERIES A-THEORY, 1971, 17 (05) :320-336

POGUE, GA .

[10]

Sharpe W. F., 1967, MANAGE SCI, V13, P499, DOI [10.1287/mnsc.13.7.499, DOI 10.1287/MNSC.13.7.499]