A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351)
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scientific article; zbMATH DE number 6196262
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| English | A new method for mean-variance portfolio optimization with cardinality constraints |
scientific article; zbMATH DE number 6196262 |
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A new method for mean-variance portfolio optimization with cardinality constraints (English)
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7 August 2013
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portfolio management
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mixed integer quadratic programming
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standard quadratic optimization
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cardinality constraints
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0.8608683347702026
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0.8215955495834351
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0.8070071935653687
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0.8068912625312805
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0.7972925901412964
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