Simple Criteria for Optimal Portfolio Selection with Upper Bounds.

Edwin J. Elton Martin J. Gruber Manfred W. Padberg

Published in: Oper. Res. (1977)

Keyphrases

portfolio selection
upper bound
optimal portfolio
lower bound
worst case
efficiently computable
optimal solution
state space
upper and lower bounds
artificial intelligence
multi objective
sufficient conditions
multistage stochastic