Optimal Cardinality Constrained Portfolio Selection
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Publication:2846429
DOI10.1287/opre.2013.1170zbMath1273.91423OpenAlexW1999830414WikidataQ57445432 ScholiaQ57445432MaRDI QIDQ2846429
Publication date: 5 September 2013
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.2013.1170
semidefinite programmingbranch-and-boundrelaxationmean-variance formulationcardinality constrained portfolio selectioncardinality constrained quadratic programming
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