Pages that link to "Item:Q1296022"

The following pages link to A dual ascent method for the portfolio selection problem with multiple constraints and linked proposals (Q1296022):

Displaying 8 items.

• Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach (Q604257) (← links)
• A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
• Sensitivity to estimation errors in mean-variance models (Q1879132) (← links)
• Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
• A conjugate direction based simplicial decomposition framework for solving a specific class of dense convex quadratic programs (Q2301138) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• Convex relaxation and Lagrangian decomposition for indefinite integer quadratic programming (Q2786313) (← links)
• OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)