Portfolio construction through mixed integer programming at Granthan, Mayo, Van Otterloo and company

Review

Dimitris Bertsimis, Christopher Darnell, Robert Soucy and Benjamin Lev

Interfaces, Vol.31(1)

01 Jan 2001

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Title: Portfolio construction through mixed integer programming at Granthan, Mayo, Van Otterloo and company
Creators: Dimitris Bertsimis
Christopher Darnell
Robert Soucy
Benjamin Lev
Publication Details: Interfaces, Vol.31(1)
Resource Type: Review
Language: English
Academic Unit: Decision Sciences (and Management Information Systems)
Identifiers: 991019238776404721