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Portfolio construction through mixed integer programming

Dimitris Bertsimas, Christopher Darnell and Robert Soucy. / Title from cover. "May, 1998." / Includes bibliographical references (p. 20).

Identiferoai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/2717
Date January 1998
ContributorsBertsimas, Dimitris., Darnell, Christopher., Soucy, Robert., Sloan School of Management.
PublisherSloan School of Management, Massachusetts Institute of Technology
Source SetsM.I.T. Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
Format20 p. [2] p. of plates, 1598642 bytes, application/pdf
RelationWorking paper (Sloan School of Management) ; WP 4024-98.

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