Linear programing models for portfolio optimization using a benchmark

Seyoung Park, Hyunson Song, Sungchul Lee

Research output: Contribution to journal › Article › peer-review

8 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Linear programing models for portfolio optimization using a benchmark'. Together they form a unique fingerprint.

Computer Science

Economics, Econometrics and Finance

Mathematics

Social Sciences