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LP solvable models for portfolio optimization: a classification and computational comparison Get access Renata Mansini, Renata Mansini Search for other works by this author on: Oxford Academic Google Scholar Włodzimierz Ogryczak, Włodzimierz Ogryczak Search for other works by this author on: Oxford Academic Google Scholar M. Grazia Speranza M. Grazia Speranza Search for other works by this author on: Oxford Academic Google Scholar IMA Journal of Management Mathematics, Volume 14, Issue 3, July 2003, Pages 187–220, https://doi.org/10.1093/imaman/14.3.187 Published: 01 July 2003
Renata Mansini (Tue,) studied this question.