An efficient DC programming approach for portfolio decision with higher moments
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Publication:409263
DOI10.1007/S10589-010-9383-XzbMATH Open1237.90186OpenAlexW2038323532MaRDI QIDQ409263FDOQ409263
Publication date: 12 April 2012
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-010-9383-x
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Cited In (8)
- Improved dc programming approaches for solving the quadratic eigenvalue complementarity problem
- DC programming and DCA: thirty years of developments
- A variable metric and Nesterov extrapolated proximal DCA with backtracking for a composite DC program
- A DC programming approach for a class of bilevel programming problems and its application in portfolio selection
- Dynamic Score-Driven Independent Component Analysis
- DC Programming Approaches for BMI and QMI Feasibility Problems
- A boosted-DCA with power-sum-DC decomposition for linearly constrained polynomial programs
- On difference-of-SOS and difference-of-convex-SOS decompositions for polynomials
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