Active allocation of systematic risk and control of risk sensitivity in portfolio optimization (Q2355106): Difference between revisions

@@ Property / author @@
-Ying-Jie Li
@@ Property / author: Ying-Jie Li / rank @@
-Normal rank
@@ Property / author @@
-Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
-Normal rank
@@ Property / author @@
-Dong-hui Li
@@ Property / author: Dong-hui Li / rank @@
-Normal rank
@@ Property / author @@
-Li, Duan
@@ Property / author: Li, Duan / rank @@
-Normal rank
@@ Property / author @@
+Ying-Jie Li
@@ Property / author: Ying-Jie Li / rank @@
+Normal rank
@@ Property / author @@
+Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
+Normal rank
@@ Property / author @@
+Dong-hui Li
@@ Property / author: Dong-hui Li / rank @@
+Normal rank
@@ Property / author @@
+Li, Duan
@@ Property / author: Li, Duan / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q57445424
@@ Property / Wikidata QID: Q57445424 / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+BARON
@@ Property / describes a project that uses: BARON / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+SeDuMi
@@ Property / describes a project that uses: SeDuMi / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2013.02.016
+Normal rank
@@ Property / OpenAlex ID @@
+W2064317526
@@ Property / OpenAlex ID: W2064317526 / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order cone programming
@@ Property / cites work: Second-order cone programming / rank @@
+Normal rank
@@ Property / cites work @@
+A relaxation method for nonconvex quadratically constrained quadratic programs
+Normal rank
@@ Property / cites work @@
+A branch and cut algorithm for nonconvex quadratically constrained quadratic programming
+Normal rank
@@ Property / cites work @@
+A general class of branch-and-bound methods in global optimization with some new approaches for concave minimization
+Normal rank
@@ Property / cites work @@
+Introduction to global optimization
@@ Property / cites work: Introduction to global optimization / rank @@
+Normal rank
@@ Property / cites work @@
+A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs
+Normal rank
@@ Property / cites work @@
+Applications of second-order cone programming
@@ Property / cites work: Applications of second-order cone programming / rank @@
+Normal rank
@@ Property / cites work @@
+BARON: A general purpose global optimization software package
+Normal rank
@@ Property / cites work @@
+Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
+Normal rank
@@ Property / cites work @@
+Portfolio selection with marginal risk control
@@ Property / cites work: Portfolio selection with marginal risk control / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2355106