A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581)
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scientific article; zbMATH DE number 6137015
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| English | A local relaxation method for the cardinality constrained portfolio optimization problem |
scientific article; zbMATH DE number 6137015 |
Statements
A local relaxation method for the cardinality constrained portfolio optimization problem (English)
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18 February 2013
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portfolio optimization
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local relaxation method
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nonlinear programming
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cardinality constrained optimization
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0.800847589969635
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0.7741063237190247
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0.767744243144989
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0.7611660361289978
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0.7554543018341064
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