Pages that link to "Item:Q2355713"
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The following pages link to Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713):
Displaying 15 items.
- Equal risk bounding is better than risk parity for portfolio selection (Q1675564) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Clustering and portfolio selection problems: a unified framework (Q2297578) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- On the equivalence of quadratic optimization problems commonly used in portfolio theory (Q2355895) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← links)
- An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
- Split Bregman iteration for multi-period mean variance portfolio optimization (Q2662553) (← links)
- Incorporating environmental and social considerations into the portfolio optimization process (Q2675736) (← links)
- From scenarios to conditional scenarios in two‐stage stochastic MILP problems (Q6070114) (← links)
