Large scale portfolio selection with synergies
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Publication:2017642
Recommendations
- Large-Scale Portfolio Optimization
- Vast portfolio selection with gross-exposure constraints
- A Scalable Algorithm for Sparse Portfolio Selection
- Approximating Large Diversified Portfolios
- Large portfolio allocation using high-frequency financial data
- Selection of balanced portfolios to track the main properties of a large market
- Portfolio selection with higher moments
- Robust trade-off portfolio selection
Cites work
- A MILP bi-objective model for static portfolio selection of R\&D projects with synergies
- Constructing and evaluating balanced portfolios of R\&D projects with interactions: a DEA based methodology
- Fuzzy R\&D portfolio selection of interdependent projects
- Optimal dynamic portfolio selection for projects under a competence development model
- Solving a comprehensive model for multiobjective project portfolio selection
Cited in
(7)- Synergy frontier of multi-factor stock selection model
- Project portfolio selection based on multi-project synergy
- Large-Scale Loan Portfolio Selection
- Selection of balanced portfolios to track the main properties of a large market
- A MILP bi-objective model for static portfolio selection of R\&D projects with synergies
- A mixed R{\&}D projects and securities portfolio selection model
- Large portfolio allocation using high-frequency financial data
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