Pages that link to "Item:Q6079983"

The following pages link to Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983):

Displaying 3 items.

• Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
• A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782) (← links)
• The performance of bank portfolio optimization (Q6146623) (← links)