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    CPAIOR
    2007
    Springer
    150views Operations Research» more  CPAIOR 2007»
    Hybrid Local Search for Constrained Financial Portfolio Selection Problems
    14 years 6 months ago
    Hybrid Local Search for Constrained Financial Portfolio Selection Problems
    Download  www.diegm.uniud.it
    Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
    Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, An...
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