An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative method for solving a bi-objective constrained portfolio optimization problem |
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An iterative method for solving a bi-objective constrained portfolio optimization problem (English)
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13 June 2019
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cardinality and quantity constraints
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cardinality portfolio selection
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bi-objective programming
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mixed integer programming
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steepest descent method
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Pascoletti-Serafini method
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