Randomized portfolio selection, with constraints
From MaRDI portal
Publication:5453757
Recommendations
- Local search techniques for constrained portfolio selection problems
- Optimal portfolio selection strategies under some constraints
- Mean-VaR portfolio selection under real constraints
- scientific article; zbMATH DE number 5172407
- Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
Cited in
(16)- Newton method for \(\ell_0\)-regularized optimization
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint
- Extragradient thresholding methods for sparse solutions of co-coercive ncps
- scientific article; zbMATH DE number 7239782 (Why is no real title available?)
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate
- scientific article; zbMATH DE number 5172407 (Why is no real title available?)
- Random credibilitic portfolio selection problem with different convex transaction costs
- Newton hard-thresholding pursuit for sparse linear complementarity problem via a new merit function
- Uniqueness of the minimal \(l_1\)-norm solution to the monotone linear complementarity problem
- Improving the performance of MIQP solvers for quadratic programs with cardinality and minimum threshold constraints: a semidefinite program approach
- Cardinality constrained portfolio selection problem: a completely positive programming approach
- A half thresholding projection algorithm for sparse solutions of LCPs
- Minimal zero norm solutions of linear complementarity problems
- A polynomial case of the cardinality-constrained quadratic optimization problem
- Constrained LQ problem with a random jump and application to portfolio selection
- Robust CCMV model with short selling and risk-neutral interest rate
This page was built for publication: Randomized portfolio selection, with constraints
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5453757)
