Linear models for portfolio selection with real features (2019)
- Authors:
- USP affiliated authors: CARVALHO, ANDRÉ CARLOS PONCE DE LEON FERREIRA DE - ICMC ; MUNDIM, LEANDRO RESENDE - ICMC
- Unidade: ICMC
- DOI: 10.1007/978-3-030-34960-8_4
- Subjects: PROGRAMAÇÃO LINEAR; OTIMIZAÇÃO COMBINATÓRIA; BOLSA DE VALORES
- Keywords: Portfolio optimization; Mean-risk models; Mean absolute deviation; Gini's mean difference; Real features
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título: Advances in optimization and decision science for society, services and enterprises
- ISSN: 2523-7047
- Volume/Número/Paginação/Ano: 503 p
- Este periódico é de acesso aberto
- Este artigo NÃO é de acesso aberto
-
ABNT
QUEIROZ, Thiago Alves de e MUNDIM, Leandro Resende e CARVALHO, André Carlos Ponce de Leon Ferreira de. Linear models for portfolio selection with real features. Advances in optimization and decision science for society, services and enterprises. Tradução . Cham: Springer, 2019. . Disponível em: https://doi.org/10.1007/978-3-030-34960-8_4. Acesso em: 12 fev. 2026. -
APA
Queiroz, T. A. de, Mundim, L. R., & Carvalho, A. C. P. de L. F. de. (2019). Linear models for portfolio selection with real features. In Advances in optimization and decision science for society, services and enterprises. Cham: Springer. doi:10.1007/978-3-030-34960-8_4 -
NLM
Queiroz TA de, Mundim LR, Carvalho ACP de LF de. Linear models for portfolio selection with real features [Internet]. In: Advances in optimization and decision science for society, services and enterprises. Cham: Springer; 2019. [citado 2026 fev. 12 ] Available from: https://doi.org/10.1007/978-3-030-34960-8_4 -
Vancouver
Queiroz TA de, Mundim LR, Carvalho ACP de LF de. Linear models for portfolio selection with real features [Internet]. In: Advances in optimization and decision science for society, services and enterprises. Cham: Springer; 2019. [citado 2026 fev. 12 ] Available from: https://doi.org/10.1007/978-3-030-34960-8_4 - Multi-objective basic variable neighborhood search for portfolio selection
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Informações sobre o DOI: 10.1007/978-3-030-34960-8_4 (Fonte: oaDOI API)
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