Open AccessConstrained portfolio optimization with discrete variables: An algorithmic method based on dynamic programming
Author(s) -
Fereshteh Vaezi Jezeie,
Seyed Jafar Sadjadi,
Ahmad Makui
Publication year - 2022
Publication title -
plos one
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.99
H-Index - 332
ISSN - 1932-6203
DOI - 10.1371/journal.pone.0271811
Subject(s) - portfolio optimization , portfolio , knapsack problem , mathematical optimization , computer science , dynamic programming , discrete optimization , optimization problem , stock exchange , mathematics , economics , finance
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