The following pages link to Optimization Methods in Finance (Q3431225):
Displayed 45 items.
- CVXGEN: a code generator for embedded convex optimization (Q399985) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- Portfolio optimization with \(pw\)-robustness (Q668953) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Heuristic methods for the optimal statistic median problem (Q709155) (← links)
- An integrated framework for visualizing and forecasting realized covariance matrices (Q825351) (← links)
- A computational intelligence method for solving a class of portfolio optimization problems (Q894382) (← links)
- On a ``stability'' in the linear complementarity problem (Q947646) (← links)
- Comparison and robustification of Bayes and Black-Litterman models (Q992041) (← links)
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- Strong formulations for quadratic optimization with M-matrices and indicator variables (Q1650773) (← links)
- A trajectory-based method for mixed integer nonlinear programming problems (Q1704918) (← links)
- Robust combinatorial optimization under budgeted-ellipsoidal uncertainty (Q1731817) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Hybrid adaptive large neighborhood search for the optimal statistic median problem (Q1761216) (← links)
- Robust portfolio selection for index tracking (Q1762050) (← links)
- Spin glasses and nonlinear constraints in portfolio optimization (Q1786638) (← links)
- A moment matching approach to log-normal portfolio optimization (Q1789581) (← links)
- Computing arbitrage upper bounds on basket options in the presence of bid-ask spreads (Q1926944) (← links)
- Static hedging of weather and price risks in electricity markets (Q2069163) (← links)
- An augmented Lagrangian filter method (Q2216190) (← links)
- On sparsity of the solution to a random quadratic optimization problem (Q2227539) (← links)
- An analysis of the hypervolume Sharpe-ratio indicator (Q2286981) (← links)
- Factor-based robust index tracking (Q2402581) (← links)
- PAL-Hom method for QP and an application to LP (Q2419548) (← links)
- Positive definite matrix approximation with condition number constraint (Q2448171) (← links)
- Non-linear equity portfolio variance reduction under a mean-variance framework -- a delta-gamma approach (Q2450760) (← links)
- 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- International portfolio choice and political instability risk: a multi-objective approach (Q2514726) (← links)
- Data-driven portfolio management with quantile constraints (Q2516641) (← links)
- Efficient differentiable quadratic programming layers: an ADMM approach (Q2696912) (← links)
- A Feasible Active Set Method with Reoptimization for Convex Quadratic Mixed-Integer Programming (Q2817838) (← links)
- Mean–variance portfolio optimization with parameter sensitivity control<sup>†</sup> (Q2829560) (← links)
- An Augmented Lagrangian Method for Non-Lipschitz Nonconvex Programming (Q2957850) (← links)
- Active Set Methods with Reoptimization for Convex Quadratic Integer Programming (Q3195322) (← links)
- Conflict Analysis for MINLP (Q4995080) (← links)
- A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results (Q5058375) (← links)
- On asset-allocation and high-frequency data: are there financial gains from using different covariance estimators? (Q5086397) (← links)
- A Firefly Algorithm for Portfolio Optimization (Q5141991) (← links)
- (Q5226082) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)