Pages that link to "Item:Q2493230"
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The following pages link to Integer programming approaches in mean-risk models (Q2493230):
Displaying 14 items.
- Kernel search: a new heuristic framework for portfolio selection (Q434181) (← links)
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
- Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers (Q905752) (← links)
- An efficient algorithm for solving convex-convex quadratic fractional programs (Q946299) (← links)
- A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581) (← links)
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- Portfolio-optimization models for small investors (Q2392807) (← links)
- DC programming approach for portfolio optimization under step increasing transaction costs (Q3625227) (← links)
- An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
- DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231) (← links)
- Ellipsoidal buffered area under the curve maximization model with variable selection in credit risk estimation (Q6067195) (← links)
