Lagrangian relaxation procedure for cardinality-constrained portfolio optimization (Q3514845)
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scientific article; zbMATH DE number 5303509
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| 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)
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23 July 2008
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quadratic programming
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integer programming
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investment analysis
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0.8227919936180115
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0.8156436085700989
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0.800847589969635
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0.79848313331604
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0.7975051999092102
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