Glen J J

J J Glen

Information about the author J J Glen will soon be added to the site.
Found 3 papers in total
Mean‐variance portfolio rebalancing with transaction costs and funding changes
Mean‐variance portfolio rebalancing with transaction costs and funding changes
2011
Investment portfolios should be rebalanced to take account of changing market...
Heuristics for feature selection in mathematical programming discriminant analysis models
Heuristics for feature selection in mathematical programming discriminant analysis models
2010
In developing a classification model for assigning observations of unknown class to...
An additive utility mixed integer programming model for nonlinear discriminant analysis
An additive utility mixed integer programming model for nonlinear discriminant analysis
2008
Mathematical programming (MP) discriminant analysis models can be used to develop...
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