Portfolio construction through mixed integer programming

Author(s)
Bertsimas, Dimitris.; Darnell, Christopher.; Soucy, Robert.; Sloan School of Management.
Thumbnail
DownloadSWP-4024-40968416.pdf (1.524Mb)
Metadata
Show full item record
Description
Title from cover. "May, 1998."
 
Includes bibliographical references (p. 20).
 
Date issued
1998
URI
http://hdl.handle.net/1721.1/2717
Publisher
Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
#4024
Series/Report no.
Working paper (Sloan School of Management) ; WP 4024-98.
Collections