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"Complex portfolio selection via convex mixed-integer quadratic ..."

Luca Mencarelli, Claudia D'Ambrosio (2019)

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DOI: 10.1111/ITOR.12541

access: closed

type: Journal Article

metadata version: 2023-09-30

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Luca Mencarelli, Claudia D'Ambrosio:
Complex portfolio selection via convex mixed-integer quadratic programming: a survey. Int. Trans. Oper. Res. 26(2): 389-414 (2019)

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