A bi-level programming approach for global investment strategies with financial intermediation

Title
A bi-level programming approach for global investment strategies with financial intermediation
Authors
Keywords
Portfolio management, Financial intermediation, Bi-level optimization, Optimality conditions, Valid inequalities
Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 274, Issue 1, Pages 375-390
Publisher
Elsevier BV
Online
2018-10-13
DOI
10.1016/j.ejor.2018.10.009

Ask authors/readers for more resources

Reprint

Contact the author

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started