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Constrained portfolio optimization with discrete variables: An algorithmic method based on dynamic programming
Portfolio optimization is one of the most important issues in financial markets. In this regard, the more realistic are assumptions and conditions of modelling to portfolio optimization into financial markets, the more reliable results will be obtained. This paper studies the knapsack-based portfoli...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9333297/ https://www.ncbi.nlm.nih.gov/pubmed/35901177 http://dx.doi.org/10.1371/journal.pone.0271811 |