An empirical study to find the optimal number of security in portfolio selection problem
| dc.contributor.author | Bezoui, Madani | |
| dc.contributor.author | Moulai, Mustapha | |
| dc.contributor.author | Bounceur, Ahcène | |
| dc.date.accessioned | 2018-02-07T13:24:43Z | |
| dc.date.available | 2018-02-07T13:24:43Z | |
| dc.date.issued | 2016 | |
| dc.identifier.uri | https://dspace.univ-boumerdes.dz/handle/123456789/4453 | |
| dc.language.iso | en | en_US |
| dc.relation.ispartofseries | International Conference on Multidimensional Finance, Insurance and Investment (ICMFII'2016);pp. 1-3 | |
| dc.subject | Cardinality portfolio selection | en_US |
| dc.subject | Bi-objective programming | en_US |
| dc.subject | Mixed integer programming | en_US |
| dc.subject | Exact method | en_US |
| dc.subject | Steepest Method | en_US |
| dc.subject | Number of Securities in the Portfolio | en_US |
| dc.title | An empirical study to find the optimal number of security in portfolio selection problem | en_US |
| dc.type | Other | en_US |
