Pages that link to "Item:Q2275807"

The following pages link to Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807):

Displaying 40 items.

• Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
• Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
• Instance-based credit risk assessment for investment decisions in P2P lending (Q320963) (← links)
• Portfolio optimization with disutility-based risk measure (Q322717) (← links)
• Kernel search: an application to the index tracking problem (Q439324) (← 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)
• Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
• Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers (Q905752) (← links)
• A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem (Q1615960) (← links)
• Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
• Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets (Q1983708) (← links)
• Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
• Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization (Q2003588) (← links)
• Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
• Classifying the minimum-variance surface of multiple-objective portfolio selection for capital asset pricing models (Q2150776) (← links)
• Network models to improve robot advisory portfolios (Q2151657) (← links)
• Sparse minimax portfolio and Sharpe ratio models (Q2165774) (← links)
• On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284) (← links)
• The complexity results of the sparse optimization problems and reverse convex optimization problems (Q2228394) (← links)
• Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
• A constrained multi-period robust portfolio model with behavioral factors and an interval semi-absolute deviation (Q2306391) (← links)
• Chance-constrained multiperiod mean absolute deviation uncertain portfolio selection (Q2313749) (← links)
• A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
• Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
• A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
• Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
• Prospect theory–based portfolio optimization: an empirical study and analysis using intelligent algorithms (Q4555083) (← links)
• Mixed Tabu machine for portfolio optimization problem (Q4976309) (← links)
• A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
• Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization (Q6055161) (← links)
• Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)
• Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
• Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem (Q6547041) (← links)
• Monte Carlo within simulated annealing for integral constrained optimizations (Q6547045) (← links)
• Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices (Q6555146) (← links)
• Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints (Q6573347) (← links)
• Penalty method for the sparse portfolio optimization problem (Q6574067) (← links)
• Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming (Q6635988) (← links)