A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351): Difference between revisions

@@ Property / cites work @@
+A portfolio optimization model with three objectives and discrete variables
+Normal rank
@@ Property / cites work @@
+Algorithm for cardinality-constrained quadratic optimization
+Normal rank
@@ Property / cites work @@
+Computational study of a family of mixed-integer quadratic programming problems
+Normal rank
@@ Property / cites work @@
+On standard quadratic optimization problems
@@ Property / cites work: On standard quadratic optimization problems / rank @@
+Normal rank
@@ Property / cites work @@
+New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability
+Normal rank
@@ Property / cites work @@
+An improved branch and bound algorithm for mixed integer nonlinear programs
+Normal rank
@@ Property / cites work @@
+Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
+Normal rank
@@ Property / cites work @@
+Mixed-integer programming approaches for index tracking and enhanced indexation
+Normal rank
@@ Property / cites work @@
+A new method for mean-variance portfolio optimization with cardinality constraints
+Normal rank
@@ Property / cites work @@
+Heuristics for cardinality constrained portfolio optimization
+Normal rank
@@ Property / cites work @@
+Simulated annealing for complex portfolio selection problems.
+Normal rank
@@ Property / cites work @@
+Hybrid Local Search for Constrained Financial Portfolio Selection Problems
+Normal rank
@@ Property / cites work @@
+Hybrid metaheuristics for constrained portfolio selection problems
+Normal rank
@@ Property / cites work @@
+An MCDM approach to portfolio optimization.
@@ Property / cites work: An MCDM approach to portfolio optimization. / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio selection using neural networks
@@ Property / cites work: Portfolio selection using neural networks / rank @@
+Normal rank
@@ Property / cites work @@
+Convexity and concavity properties of the optimal value function in parametric nonlinear programming
+Normal rank
@@ Property / cites work @@
+Perspective cuts for a class of convex 0-1 mixed integer programs
+Normal rank
@@ Property / cites work @@
+Robust investment strategies with discrete asset choice constraints using DC programming
+Normal rank
@@ Property / cites work @@
+Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
+Normal rank
@@ Property / cites work @@
+Q4496021
@@ Property / cites work: Q4496021 / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium Points of Bimatrix Games
@@ Property / cites work: Equilibrium Points of Bimatrix Games / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
+Normal rank
@@ Property / cites work @@
+Optimization of cardinality constrained portfolios with a hybrid local search algorithm
+Normal rank
@@ Property / cites work @@
+Q4001511
@@ Property / cites work: Q4001511 / rank @@
+Normal rank
@@ Property / cites work @@
+Local search techniques for constrained portfolio selection problems
+Normal rank
@@ Property / cites work @@
+A clique algorithm for standard quadratic programming
+Normal rank
@@ Property / cites work @@
+Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
+Normal rank
@@ Property / cites work @@
+Q4436878
@@ Property / cites work: Q4436878 / rank @@
+Normal rank
@@ Property / cites work @@
+Connections between continuous and combinatorial optimization problems through an extension of the fundamental theorem of Linear Programming
+Normal rank
@@ Property / cites work @@
+The fundamental theorem of linear programming: extensions and applications
+Normal rank
@@ Property / cites work @@
+A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed-Integer Conic Quadratic Programs
+Normal rank
@@ Property / cites work @@
+Heuristic algorithms for the cardinality constrained efficient frontier
+Normal rank