No photo of Lorenz Roebers
  • Warandelaan 2, Koopmans Building, room K 423

    5037 AB Tilburg

    Netherlands

20192019
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  • 2 Similar Profiles
Column Generation Mathematics
Portfolio Optimization Mathematics
Optimization Problem Mathematics
Cardinality Constraints Mathematics
Portfolio Selection Mathematics
Optimization Model Mathematics
Model Mathematics
Interval Mathematics

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Research Output 2019 2019

Using column generation to solve extensions to the Markowitz model

Roebers, L., Selvi, A. & Vera Lizcano, J., Jul 2019, In : The Engineering Economist. 64, 3, p. 275-288

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Column Generation
Portfolio Optimization
Optimization Problem
Cardinality Constraints
Portfolio Selection