A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:16, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local relaxation method for the cardinality constrained portfolio optimization problem |
scientific article |
Statements
A local relaxation method for the cardinality constrained portfolio optimization problem (English)
0 references
18 February 2013
0 references
portfolio optimization
0 references
local relaxation method
0 references
nonlinear programming
0 references
cardinality constrained optimization
0 references
