Portfolio Selection Under Buy-In Threshold Constraints Using DC Programming and DCA

Hoai An Le Thi; Mahdi Moeini

doi:10.1109/ICSSSM.2006.320630

Conference Papers Year : 2006

Portfolio Selection Under Buy-In Threshold Constraints Using DC Programming and DCA

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Hoai An Le Thi

Function : Author
PersonId : 15507
IdHAL : hoai-an-le-thi
ORCID : 0000-0002-2239-2100
IdRef : 082865043

Laboratoire d'Informatique Théorique et Appliquée

Mahdi Moeini

Function : Author
PersonId : 1184847
IdHAL : mahdi-moeini
ORCID : 0000-0001-6940-7691
IdRef : 128789379

Laboratoire d'Informatique Théorique et Appliquée

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Computer Science [cs]

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https://hal.univ-lorraine.fr/hal-03214463

Submitted on : Saturday, May 1, 2021-5:38:02 PM

Last modification on : Thursday, October 26, 2023-11:49:27 AM

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hal-03214463 , version 1 (01-05-2021)

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HAL Id : hal-03214463 , version 1
DOI : 10.1109/ICSSSM.2006.320630

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Hoai An Le Thi, Mahdi Moeini. Portfolio Selection Under Buy-In Threshold Constraints Using DC Programming and DCA. 2006 International Conference on Service Systems and Service Management, Oct 2006, Troyes, France. pp.296-300, ⟨10.1109/ICSSSM.2006.320630⟩. ⟨hal-03214463⟩

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Portfolio Selection Under Buy-In Threshold Constraints Using DC Programming and DCA

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