Interval quadratic programming for the portfolio selection with short sales allowed

XU Xiao-ning, HE Feng, CHEN Rong, ZHANG Qing-zhi

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (10) : 2533-2538.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (10) : 2533-2538. DOI: 10.12011/1000-6788(2013)10-2533

Interval quadratic programming for the portfolio selection with short sales allowed

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