A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581): Difference between revisions

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Latest revision as of 04:31, 6 July 2024

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A local relaxation method for the cardinality constrained portfolio optimization problem
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    A local relaxation method for the cardinality constrained portfolio optimization problem (English)
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    18 February 2013
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    portfolio optimization
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    local relaxation method
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    nonlinear programming
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    cardinality constrained optimization
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