Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723)
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scientific article; zbMATH DE number 6522371
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| English | Cardinality constrained portfolio selection problem: a completely positive programming approach |
scientific article; zbMATH DE number 6522371 |
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Cardinality constrained portfolio selection problem: a completely positive programming approach (English)
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18 December 2015
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cardinality constrained portfolio selection problem
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completely positive programming
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second-order cone
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adaptive approximation
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0.9101798
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0.90452385
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0.8881835
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0.8846145
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