A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581): Difference between revisions
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Revision as of 05:48, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local relaxation method for the cardinality constrained portfolio optimization problem |
scientific article |
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A local relaxation method for the cardinality constrained portfolio optimization problem (English)
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18 February 2013
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portfolio optimization
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local relaxation method
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nonlinear programming
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cardinality constrained optimization
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