Pages that link to "Item:Q2393351"
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The following pages link to A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351):
Displayed 16 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Copulas, diagonals, and tail dependence (Q529109) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
- Equal risk bounding is better than risk parity for portfolio selection (Q1675564) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- A Frank-Wolfe based branch-and-bound algorithm for mean-risk optimization (Q1704920) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- Clustering of time series via non-parametric tail dependence estimation (Q2516622) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)