A branch and bound algorithm for discrete linear portfolio selection problems
From MaRDI portal
Publication:3641978
Recommendations
- A branch-and-bound algorithm for discrete multi-factor portfolio optimization model
- An empirical study on discrete optimization models for portfolio selection
- An amendatory branch and bound algorithm for MAD model with concave transaction costs and bounded assets constraints
- Portfolio optimization problem under concave transaction costs and minimal transaction unit constraints
- Discrete portfolio optimization with industry constraints and transaction cost
Cited in
(11)- Decomposition and search techniques in disjunctive programs for portfolio selection
- A branch-and-bound algorithm for discrete multi-factor portfolio optimization model
- A cutting plane algorithm for MV portfolio selection model
- Application of a portfolio model in the real investment transactions
- Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
- An amendatory branch and bound algorithm for MAD model with concave transaction costs and bounded assets constraints
- An empirical study on discrete optimization models for portfolio selection
- Discrete portfolio optimization with industry constraints and transaction cost
- Some modifications of integer optimization problems with uncertainty and risk
- A branch and bound algorithm for solving mean-risk-skewness portfolio models
- Threshold accepting approach to improve bound-based approximations for portfolio optimization
This page was built for publication: A branch and bound algorithm for discrete linear portfolio selection problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3641978)