@inproceedings{9833371796664b9385a5118b6ca070d1,
title = "Modeling the portfolio selection problem with constraint programming",
abstract = "Portfolio selection is a relevant problem in finance and economics. It consists in selecting a portfolio of assets considering a given expected return such that the risk of the portfolio is minimized. Several approaches have been proposed to tackle this problem, which are mainly based on mathematical programming techniques and metaheuristics. In this paper we illustrate how this problem can easily be modeled and solved by a relatively modern and declarative programming paradigm called constraint programming.",
keywords = "Constraint modeling, Constraint satisfacion, Portfolio selection problem",
author = "{de la Barra}, {Claudio Le{\'o}n} and Ricardo Soto and Broderick Crawford and Camila Allendes and Hans Berendsen and Eric Monfroy",
year = "2013",
doi = "10.1007/978-3-642-39473-7_128",
language = "English",
isbn = "9783642394720",
series = "Communications in Computer and Information Science",
publisher = "Springer Verlag",
number = "PART I",
pages = "645--649",
booktitle = "HCI International 2013 - Posters' Extended Abstracts - International Conference, HCI International 2013, Proceedings",
edition = "PART I",
note = "15th International Conference on Human-Computer Interaction, HCI International 2013 ; Conference date: 21-07-2013 Through 26-07-2013",
}