Pages that link to "Item:Q1582684"
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The following pages link to Heuristics for cardinality constrained portfolio optimization (Q1582684):
Displayed 50 items.
- Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Robust portfolio optimization with a hybrid heuristic algorithm (Q373173) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- A multi-objective genetic algorithm for cardinality constrained fuzzy portfolio selection (Q423150) (← links)
- Kernel search: a new heuristic framework for portfolio selection (Q434181) (← links)
- Multi-period cardinality constrained portfolio selection models with interval coefficients (Q512955) (← links)
- Exam scheduling: mathematical modeling and parameter estimation with the analytic network process approach (Q614331) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- Robust combinatorial optimization under convex and discrete cost uncertainty (Q668950) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios (Q744224) (← links)
- Common stock portfolio selection: a multiple criteria decision making methodology and an application to the Athens stock exchange (Q839987) (← links)
- Algorithm for cardinality-constrained quadratic optimization (Q842777) (← links)
- On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (Q853084) (← links)
- Portfolio selection using neural networks (Q856694) (← links)
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers (Q905752) (← links)
- Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
- A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios (Q957021) (← links)
- A fuzzy interactive approach for optimal portfolio management (Q980516) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- A class of possibilistic portfolio selection model with interval coefficients and its application (Q1001149) (← links)
- Particle swarm optimization approach to portfolio optimization (Q1026729) (← links)
- Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA (Q1035284) (← links)
- Portfolio optimization with an envelope-based multi-objective evolutionary algorithm (Q1042208) (← links)
- Simulated annealing for complex portfolio selection problems. (Q1406489) (← links)
- An MCDM approach to portfolio optimization. (Q1427599) (← links)
- Cardinality constrained minimum cut problems: complexity and algorithms. (Q1427809) (← links)
- A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
- Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem (Q1618411) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
- Extended formulations in mixed integer conic quadratic programming (Q1688453) (← links)
- Sparse tangent portfolio selection via semi-definite relaxation (Q1694793) (← links)
- Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds (Q1694930) (← links)
- Fuzzy multi-period portfolio selection model with discounted transaction costs (Q1703702) (← links)
- A hybrid FA-SA algorithm for fuzzy portfolio selection with transaction costs (Q1730443) (← links)
- Mean-VaR portfolio optimization: a nonparametric approach (Q1753495) (← links)
- Combined forecasts in portfolio optimization: a generalized approach (Q1762047) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- A population heuristic for constrained two-dimensional non-guillotine cutting (Q1877899) (← links)
- A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581) (← links)
- Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) (← links)
- Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
- Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191) (← links)
- Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
- Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
- Cardinality-constrained risk parity portfolios (Q2140363) (← links)