Pages that link to "Item:Q2815504"

The following pages link to An efficient optimization approach for a cardinality-constrained index tracking problem (Q2815504):

Displaying 21 items.

• A sparse enhanced indexation model with chance and cardinality constraints (Q683716) (← links)
• A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
• Adaptive projected gradient thresholding methods for constrained \(l_0\) problems (Q892792) (← links)
• Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming (Q1682972) (← links)
• Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
• Efficient projected gradient methods for cardinality constrained optimization (Q1729947) (← links)
• Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
• Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191) (← links)
• A Lagrange-Newton algorithm for sparse nonlinear programming (Q2089792) (← links)
• An index tracking model with stratified sampling and optimal allocation (Q4627146) (← links)
• On the Solution of <i>ℓ</i>₀-Constrained Sparse Inverse Covariance Estimation Problems (Q4995086) (← links)
• Sparse index tracking using sequential Monte Carlo (Q5039622) (← links)
• A Columnwise Update Algorithm for Sparse Stochastic Matrix Factorization (Q5057774) (← links)
• The smoothing objective penalty function method for two-cardinality sparse constrained optimization problems (Q5077161) (← links)
• A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501) (← links)
• Sparse and risk diversification portfolio selection (Q6097487) (← links)
• An enhanced GRASP approach for the index tracking problem (Q6146646) (← links)
• Risk-allocation-based index tracking (Q6164597) (← links)
• Penalty method for the sparse portfolio optimization problem (Q6574067) (← links)
• A nonmonotone accelerated proximal gradient method with variable stepsize strategy for nonsmooth and nonconvex minimization problems (Q6593828) (← links)
• Nonconvex multi-period mean-variance portfolio optimization (Q6596973) (← links)