
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.
Portfolio optimization model and branch-bound algorithm under block trading
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 |
|
〉 |