Portfolio optimization model and branch-bound algorithm under block trading

XUE Hong-gang, ZHANG Chuan, HU Chun-ping, XU Cheng-xian

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (9) : 1617-1627.

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Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (9) : 1617-1627. DOI: 10.12011/1000-6788(2011)9-1617

Portfolio optimization model and branch-bound algorithm under block trading

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