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    CPAIOR
    2007
    Springer
    150views Operations Research» more  CPAIOR 2007»
    Hybrid Local Search for Constrained Financial Portfolio Selection Problems
    13 years 10 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...
    claim paper
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    Book
    518views
    Convex Optimization
    15 years 3 months ago
    Convex Optimization
    Download  www.stanford.edu
    Book web site includes links to a full course, software, and other material.
    Stephen Boyd, Lieven Vandenberghe
    posted by stephenpboyd
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