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 40 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)
- Optimal decision for the market graph identification problem in a sign similarity network (Q1621915) (← 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)
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
- On exact and approximate stochastic dominance strategies for portfolio selection (Q1751812) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
- Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
- A combinatorial optimization approach to scenario filtering in portfolio selection (Q2146965) (← links)
- Portfolio optimization of financial commodities with energy futures (Q2150875) (← links)
- Network models to improve robot advisory portfolios (Q2151657) (← links)
- On the exactness of the \(\varepsilon\)-constraint method for biobjective nonlinear integer programming (Q2157908) (← links)
- A novel methodology for perception-based portfolio management (Q2171342) (← links)
- Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
- Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
- Equilibrium selection for multi-portfolio optimization (Q2239878) (← links)
- Asset allocation: new evidence through network approaches (Q2241054) (← links)
- Time consistent expected mean-variance in multistage stochastic quadratic optimization: a model and a matheuristic (Q2288876) (← links)
- Clustering and portfolio selection problems: a unified framework (Q2297578) (← links)
- An optimization-diversification approach to portfolio selection (Q2301189) (← links)
- Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
- Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← 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)
- Adaptive \(l_1\)-regularization for short-selling control in portfolio selection (Q2419515) (← 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)
- The KKT optimality conditions for optimization problem with interval-valued objective function on Hadamard manifolds (Q5070616) (← links)
- A Risk Extended Version of Merton’s Optimal Consumption and Portfolio Selection (Q5080645) (← links)
- Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization (Q6055161) (← links)
- A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)