Minimizing the tracking error of cardinality constrained portfolios (Q1652503): Difference between revisions

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+https://doi.org/10.1016/j.cor.2017.09.002
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+W2753542811
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+An evolutionary heuristic for the index tracking problem.
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+On approximation properties of the independent set problem for low degree graphs
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+Computational study of a family of mixed-integer quadratic programming problems
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+A new method for mean-variance portfolio optimization with cardinality constraints
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+Heuristics for cardinality constrained portfolio optimization
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+Reorthogonalization and Stable Algorithms for Updating the Gram-Schmidt QR Factorization
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+A well-conditioned estimator for large-dimensional covariance matrices
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+OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
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+A hybrid optimization approach to index tracking
@@ Property / cites work: A hybrid optimization approach to index tracking / rank @@
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+Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
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+Heuristic algorithms for the cardinality constrained efficient frontier
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