Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems |
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Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (English)
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7 August 2013
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portfolio selection
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cardinality constraint
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mixed 0-1 QCQP reformulation
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second-order cone program
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semidefinite program
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