Pages that link to "Item:Q4646502"
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The following pages link to Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (Q4646502):
Displayed 12 items.
- An algebraic approach to integer portfolio problems (Q541725) (← links)
- Some algebraic methods for solving multiobjective polynomial integer programs (Q633078) (← links)
- Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
- A computational comparison of reformulations of the perspective relaxation: SOCP vs. cutting planes (Q833581) (← links)
- On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (Q853084) (← links)
- Portfolio selection using neural networks (Q856694) (← links)
- Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- SDP diagonalizations and perspective cuts for a class of nonseparable MIQP (Q2643791) (← links)
- A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
- Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables (Q3503836) (← links)