Lagrangian relaxation procedure for cardinality-constrained portfolio optimization (Q3514845)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 5303509
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Lagrangian relaxation procedure for cardinality-constrained portfolio optimization |
scientific article; zbMATH DE number 5303509 |
Statements
Lagrangian relaxation procedure for cardinality-constrained portfolio optimization (English)
0 references
23 July 2008
0 references
quadratic programming
0 references
integer programming
0 references
investment analysis
0 references
0.8227919936180115
0 references
0.8156436085700989
0 references
0.800847589969635
0 references
0.79848313331604
0 references
0.7975051999092102
0 references
