A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351): Difference between revisions
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Revision as of 20:53, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new method for mean-variance portfolio optimization with cardinality constraints |
scientific article |
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A new method for mean-variance portfolio optimization with cardinality constraints (English)
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7 August 2013
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portfolio management
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mixed integer quadratic programming
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standard quadratic optimization
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cardinality constraints
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