Pages that link to "Item:Q4646502"
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The following pages link to Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (Q4646502):
Displayed 42 items.
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- An algebraic approach to integer portfolio problems (Q541725) (← links)
- Some algebraic methods for solving multiobjective polynomial integer programs (Q633078) (← links)
- Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes (Q833581) (← links)
- On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (Q853084) (← links)
- Portfolio selection using neural networks (Q856694) (← links)
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers (Q905752) (← links)
- Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
- Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
- Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
- Nonnegative estimation and variable selection under minimax concave penalty for sparse high-dimensional linear regression models (Q2066516) (← links)
- Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
- A new algorithm for quadratic integer programming problems with cardinality constraint (Q2174794) (← links)
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- Particle swarm optimization with dynamic random population topology strategies for a generalized portfolio selection problem (Q2311292) (← links)
- On cutting planes for cardinality-constrained linear programs (Q2330656) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- Nonnegative elastic net and application in index tracking (Q2396496) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- Multi-criteria decision analysis with goal programming in engineering, management and social sciences: a state-of-the art review (Q2404329) (← links)
- An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Financial portfolio management through the goal programming model: current state-of-the-art (Q2514725) (← links)
- SDP diagonalizations and perspective cuts for a class of nonseparable MIQP (Q2643791) (← links)
- A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
- Algorithms and Software for Convex Mixed Integer Nonlinear Programs (Q2897292) (← links)
- Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables (Q3503836) (← links)
- Nonnegative estimation and variable selection via adaptive elastic-net for high-dimensional data (Q5086389) (← links)
- Efficient sparse portfolios based on composite quantile regression for high-dimensional index tracking (Q5107785) (← links)
- Smoothing and Regularization for Mixed-Integer Second-Order Cone Programming with Applications in Portfolio Optimization (Q5172959) (← links)
- Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
- Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- Reliability in portfolio optimization using uncertain estimates (Q6108888) (← links)
- Variable selection and regularization via arbitrary rectangle-range generalized elastic net (Q6172932) (← links)