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"A dual ascent method for the portfolio selection problem with multiple ..."

Siddhartha S. Syam (1998)

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DOI: 10.1016/S0377-2217(97)00048-9

access: closed

type: Journal Article

metadata version: 2020-02-21

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Siddhartha S. Syam:
A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals. Eur. J. Oper. Res. 108(1): 196-207 (1998)

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