Publikationer

2016

Fred Mayambala, Elina Rönnberg, Torbjörn Larsson

Tight Upper Bounds on the Cardinality Constrained Mean-Variance Portfolio Optimization Problem Using Truncated Eigendecomposition

Ingår i Operations Research Proceedings 2014

Konferensbidrag

2015

Fred Mayambala

Mean-Variance Portfolio Optimization: Eigendecomposition-Based Methods

Licentiatavhandling, sammanläggning