A distributed computation algorithm for solving portfolio problems with integer variables

Published 2007 View Full Article

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Title
A distributed computation algorithm for solving portfolio problems with integer variables
Authors
Keywords
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Journal
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 186, Issue 2, Pages 882-891
Publisher
Elsevier BV
Online
2007-03-20
DOI
10.1016/j.ejor.2007.02.010

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