Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069): Difference between revisions

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Property / author: Xiao Jin Zheng / rank
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Property / author: Shu-Shang Zhu / rank
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Property / author: Xiao Jin Zheng / rank
 
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Property / author: Shu-Shang Zhu / rank
 
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Property / describes a project that uses: CPLEX / rank
 
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Property / full work available at URL: https://doi.org/10.1007/s10898-012-9842-2 / rank
 
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Property / OpenAlex ID: W2036699147 / rank
 
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Property / cites work
 
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Latest revision as of 18:12, 6 July 2024

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Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
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    Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (English)
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    7 August 2013
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    portfolio selection
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    cardinality constraint
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    mixed 0-1 QCQP reformulation
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    second-order cone program
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    semidefinite program
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