A global optimization problem in portfolio selection (Q839845): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2075587829 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global optimization approaches to an aircraft routing problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Using global optimization for a microparticle identification problem with noisy data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2712822 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Convergence of a Class of Double-rank Minimization Algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving mixed integer nonlinear programs by outer approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lipschitzian optimization without the Lipschitz constant / rank
 
Normal rank
Property / cites work
 
Property / cites work: A computational comparison of branch and bound and outer approximation algorithms for 0-1 mixed integer nonlinear programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic global optimization methods part I: Clustering methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic global optimization methods part II: Multi level methods / rank
 
Normal rank

Latest revision as of 22:22, 1 July 2024

scientific article
Language Label Description Also known as
English
A global optimization problem in portfolio selection
scientific article

    Statements

    A global optimization problem in portfolio selection (English)
    0 references
    0 references
    3 September 2009
    0 references
    portfolio selection
    0 references
    buy-in thresholds
    0 references
    roundlots
    0 references
    global optimization
    0 references
    mixed-integer optimization
    0 references
    0 references
    0 references

    Identifiers