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"On the existence of solutions to the quadratic mixed-integer mean-variance ..."

Marco Corazza, Daniela Favaretto (2007)

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DOI: 10.1016/J.EJOR.2005.10.053

access: closed

type: Journal Article

metadata version: 2020-02-21

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Marco Corazza, Daniela Favaretto:
On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem. Eur. J. Oper. Res. 176(3): 1947-1960 (2007)

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