Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723)

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Cardinality constrained portfolio selection problem: a completely positive programming approach
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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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