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"Properties, formulations, and algorithms for portfolio optimization using ..."

Ran Ji, Miguel A. Lejeune, Srinivas Y. Prasad (2017)

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DOI: 10.1007/S10479-016-2230-4

access: closed

type: Journal Article

metadata version: 2020-08-13

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Ran Ji, Miguel A. Lejeune, Srinivas Y. Prasad:
Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria. Ann. Oper. Res. 248(1-2): 305-343 (2017)

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