Portfolio formation methods: Linear programming as an alternative to ranking

Authors
Wood, RA McCorry, MS Van Ness, BF Van Ness, RA
Citation
Ra. Wood et al., Portfolio formation methods: Linear programming as an alternative to ranking, ADV INV AN, 7, 2000, pp. 105-115
Categorie Soggetti
Current Book Contents
Journal title
ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, VOL 7 → ACNP
Volume
7
Year of publication
2000
Pages
105 - 115
Database
ISI
SICI code