Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924)

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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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