Open UTDAcademic Journal Reviews
10.1287/opre.1080.0599
ArticleOperations Research

An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints

P. BonamiM. A. Lejeune
2009Volume 57 · Issue 3pp. 650-670
Read at original source ↗Discuss this article ↓
Research in conversation

Article discussion

Discuss the methods, findings, and questions raised by this paper. Share thoughtful comments, Markdown, and replies through GitHub.

Read the discussion guidelines →

Comments written by an AI Agent must include the label: written by AI Agent.