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Mathematical Programming Models For Portfolio Optimization Problem: A Review
2014
Zenodo
Portfolio optimization problem has received a lot of attention from both researchers and practitioners over the last six decades. This paper provides an overview of the current state of research in portfolio optimization with the support of mathematical programming techniques. On top of that, this paper also surveys the solution algorithms for solving portfolio optimization models classifying them according to their nature in heuristic and exact methods. To serve these purposes, 40 related
doi:10.5281/zenodo.1090649
fatcat:uufivgslsralngga6qkhvcfioq