Analysis of new approaches used in portfolio optimization: a systematic literature review

Autor: Danilo Alcantara Milhomem, Maria José Pereira Dantas

Publikováno v: Production, Vol 30 (2020)
Production v.30 2020
Production
Associação Brasileira de Engenharia de Produção (ABEPRO)
instacron:ABEPRO

Paper aims To do a comprehensive review of the exact and heuristic methods, software/programming languages, constraints, and types of analysis (technical and fundamental) used to solve the portfolio optimization problem. Originality The paper present

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e9e495347a1e254f1fffb176c9d99899
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-65132020000100404&tlng=en