Pages that link to "Item:Q5472778"

The following pages link to OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778):

Displaying 46 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
• An exact solution method for unconstrained quadratic 0--1 programming: a geometric approach (Q427399) (← links)
• Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach (Q604257) (← links)
• Simple solution methods for separable mixed linear and quadratic knapsack problem (Q693416) (← links)
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
• Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
• Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming (Q1682972) (← links)
• Sparse tangent portfolio selection via semi-definite relaxation (Q1694793) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
• Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
• Lagrangian duality and saddle points for sparse linear programming (Q2010427) (← links)
• Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191) (← links)
• Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
• Cardinality-constrained risk parity portfolios (Q2140363) (← links)
• Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
• Discrete dynamical system approaches for Boolean polynomial optimization (Q2161551) (← links)
• A new algorithm for quadratic integer programming problems with cardinality constraint (Q2174794) (← links)
• Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
• Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
• An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• A polynomial case of the cardinality-constrained quadratic optimization problem (Q2393087) (← links)
• A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making (Q2393343) (← 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)
• An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
• Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
• Fractional Liu uncertain differential equation and its application to finance (Q2680010) (← links)
• Convex relaxation and Lagrangian decomposition for indefinite integer quadratic programming (Q2786313) (← links)
• Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
• A branch-and-bound algorithm for discrete multi-factor portfolio optimization model (Q3538479) (← links)
• Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs (Q3572640) (← links)
• An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
• Global optimization for sparse solution of least squares problems (Q5058393) (← links)
• Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)
• Portfolio selection with robust estimators considering behavioral biases in a causal network (Q5242358) (← links)
• A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
• DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231) (← links)
• A Fuzzy Goal Programming Model for Venture Capital Investment Decision Making (Q6160426) (← links)
• Hybrid Enhanced Binary Honey Badger Algorithm with Quadratic Programming for Cardinality Constrained Portfolio Optimization (Q6169946) (← links)