An iterative method for solving a bi-objective constrained portfolio optimization problem

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dc.contributor.authorBezoui, Madani
dc.contributor.authorMoulaï, Mustapha
dc.contributor.authorBounceur, Ahcène
dc.contributor.authorEuler, Reinhardt
dc.date.accessioned2018-12-16T09:41:33Z
dc.date.available2018-12-16T09:41:33Z
dc.date.issued2018
dc.identifier.issn0926-6003
dc.identifier.urihttps://dspace.univ-boumerdes.dz/handle/123456789/5317
dc.language.isoenen_US
dc.publisherSpringer
dc.relation.ispartofseriesComputational Optimization and Applications/ (2018);pp 1-20
dc.subjectCardinality and quantity constraintsen_US
dc.subjectCardinality portfolio selectionen_US
dc.subjectBi-objective programmingen_US
dc.subjectMixed integer programmingen_US
dc.subjectSteepest descent methoden_US
dc.subjectPascoletti–Serafini methoden_US
dc.titleAn iterative method for solving a bi-objective constrained portfolio optimization problemen_US
dc.typeArticleen_US

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