Open AccessAn empirical study on discrete optimization models for portfolio selection
Author(s) -
Xueting Cui,
Xiaoling Sun,
Dan Sha
Publication year - 2009
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2009.5.33
Subject(s) - portfolio optimization , portfolio , minimax , computer science , stock exchange , selection (genetic algorithm) , sample (material) , econometrics , model selection , absolute deviation , standard deviation , transaction cost , mathematical optimization , statistics , economics , mathematics , finance , artificial intelligence , chemistry , chromatography