A comprehensive review of deterministic models and applications for mean-variance portfolio optimization

Published 2019 View Full Article

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Title
A comprehensive review of deterministic models and applications for mean-variance portfolio optimization
Authors
Keywords
Mean-variance, Portfolio optimization, Literature survey, Portfolio constraints, Exact and heuristic algorithms
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 125, Issue -, Pages 345-368
Publisher
Elsevier BV
Online
2019-02-10
DOI
10.1016/j.eswa.2019.02.011

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