An Efficient Global Approach for Portfolio Optimization Problems
碩士 === 國立臺北科技大學 === 商業自動化與管理研究所 === 99 === Portfolio optimization problems are formulated as a quadratic integer program. The formulated model can handle discrete assets, transaction costs, and logical constraints. Although many optimization methods have been proposed to solve portfolio optimization...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9tc8x2 |