Optimal Cardinality Constrained Portfolio Selection (Q2846429)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Cardinality Constrained Portfolio Selection |
scientific article |
Statements
Optimal Cardinality Constrained Portfolio Selection (English)
0 references
5 September 2013
0 references
cardinality constrained quadratic programming
0 references
cardinality constrained portfolio selection
0 references
mean-variance formulation
0 references
semidefinite programming
0 references
relaxation
0 references
branch-and-bound
0 references
