Pages that link to "Item:Q5472778"
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The following pages link to OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778):
Displayed 6 items.
- Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach (Q604257) (← links)
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- Convex relaxation and Lagrangian decomposition for indefinite integer quadratic programming (Q2786313) (← 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)