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Open Access

Peer-reviewed

Research Article

Constrained portfolio optimization with discrete variables: An algorithmic method based on dynamic programming

Fereshteh Vaezi Jezeie ,

Roles Conceptualization, Data curation, Methodology, Software, Writing – original draft, Writing – review & editing

* E-mail: f.vaezi.92@gmail.com

Affiliation Department of Industrial Engineering, Iran University of Science and Technology, Narmak, Tehran, Iran

https://orcid.org/0000-0002-1155-8902

⨯
Seyed Jafar Sadjadi,

Roles Supervision, Validation, Visualization

Affiliation Department of Industrial Engineering, Iran University of Science and Technology, Narmak, Tehran, Iran
⨯
Ahmad Makui

Roles Supervision, Validation, Visualization

Affiliation Department of Industrial Engineering, Iran University of Science and Technology, Narmak, Tehran, Iran
⨯

Constrained portfolio optimization with discrete variables: An algorithmic method based on dynamic programming

Fereshteh Vaezi Jezeie,
Seyed Jafar Sadjadi,
Ahmad Makui

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Published: July 28, 2022
https://doi.org/10.1371/journal.pone.0271811

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