A local relaxation method for the cardinality constrained portfolio optimization problem
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Publication:1935581
DOI10.1007/s10589-012-9471-1zbMath1264.90133MaRDI QIDQ1935581
Publication date: 18 February 2013
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-012-9471-1
nonlinear programming; portfolio optimization; cardinality constrained optimization; local relaxation method
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Uses Software
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