On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (Q853084): Difference between revisions

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+Computational study of a family of mixed-integer quadratic programming problems
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+Heuristics for cardinality constrained portfolio optimization
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+Numerical Experience with Lower Bounds for MIQP Branch-And-Bound
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+Branch and Bound Experiments in Convex Nonlinear Integer Programming
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+Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
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+Selecting portfolios with fixed costs and minimum transaction lots
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+An approach to nonlinear programming
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+Heuristic algorithms for the portfolio selection problem with minimum transaction lots
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+Numerical Optimization
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