Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm |
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Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (English)
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30 June 2014
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portfolio selection
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cardinality constraints
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threshold constraints
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complementarity constraints
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mixed integer programming
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DC programming
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DCA
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