What is it about?
This paper gives a historically grounded review of the evolution of portfolio optimization, covering models with continuous and discrete variables across key application areas.
Featured Image
Read the Original
This page is a summary of: Fifty years of portfolio optimization, European Journal of Operational Research, October 2024, Elsevier,
DOI: 10.1016/j.ejor.2023.12.031.
You can read the full text:
Contributors
The following have contributed to this page
