Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970)
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scientific article; zbMATH DE number 7770931
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| English | Complex portfolio selection via convex mixed‐integer quadratic programming: a survey |
scientific article; zbMATH DE number 7770931 |
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Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (English)
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27 November 2023
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portfolio selection
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mixed integer quadratic programming
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convex MINLP
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robust and probabilistic optimization
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exact methods
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0.90334773
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0.8860084
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0.88571966
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0.87811077
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0.87313175
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