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"Network portfolio optimization with dynamic lower bounds on asset weights."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Maciej Rysz (2026)

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DOI: 10.1016/J.EJOR.2026.02.020

access: closed

type: Journal Article

metadata version: 2026-08-02

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Maciej Rysz:
Network portfolio optimization with dynamic lower bounds on asset weights. Eur. J. Oper. Res. 335(1): 216-227 (2026)

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