✦ LIBER ✦
A branch-and-cut approach to portfolio selection with marginal risk control in a linear conic programming framework
✍ Scribed by Deng, Zhibin; Bai, Yanqin; Fang, Shu-Cherng; Tian, Ye; Xing, Wenxun
- Book ID
- 121583817
- Publisher
- SP Systems Engineering Society of China
- Year
- 2013
- Tongue
- English
- Weight
- 357 KB
- Volume
- 22
- Category
- Article
- ISSN
- 1004-3756
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