Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems
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Publication:2046267
DOI10.1007/s10898-021-01022-1zbMath1471.91507OpenAlexW3159365730MaRDI QIDQ2046267
Publication date: 17 August 2021
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-021-01022-1
multiple criteria decision makingbi-objective optimizationChebyshev scalarizationcardinality-constrained Markowitz portfolio investment problemtwo-sided efficient frontier approximations
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