Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841): Difference between revisions

@@ Property / cites work @@
+Q4001511
@@ Property / cites work: Q4001511 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization with an envelope-based multi-objective evolutionary algorithm
+Normal rank
@@ Property / cites work @@
+Q4215365
@@ Property / cites work: Q4215365 / rank @@
+Normal rank
@@ Property / cites work @@
+Large-Scale Portfolio Optimization
@@ Property / cites work: Large-Scale Portfolio Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+An Algorithm for Large-Scale Quadratic Programming
+Normal rank
@@ Property / cites work @@
+Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
+Normal rank
@@ Property / cites work @@
+Numerical Optimization
@@ Property / cites work: Numerical Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+An Algorithm for Portfolio Optimization with Transaction Costs
+Normal rank
@@ Property / cites work @@
+Heuristics for cardinality constrained portfolio optimization
+Normal rank
@@ Property / cites work @@
+Randomly generating portfolio-selection covariance matrices with specified distributional characteristics
+Normal rank
@@ Property / cites work @@
+Q5689624
@@ Property / cites work: Q5689624 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4692387
@@ Property / cites work: Q4692387 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4220521
@@ Property / cites work: Q4220521 / rank @@
+Normal rank
@@ Property / cites work @@
+A practical anti-cycling procedure for linearly constrained optimization
+Normal rank