Pages that link to "Item:Q2950096"
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The following pages link to Efficient Cardinality/Mean-Variance Portfolios (Q2950096):
Displaying 6 items.
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization (Q1681322) (← links)
- A concave optimization-based approach for sparse multiobjective programming (Q2174899) (← links)
- Least-squares approach to risk parity in portfolio selection (Q5001135) (← links)
- A penalty decomposition approach for multi-objective cardinality-constrained optimization problems (Q5058409) (← links)
- Approximate solution in robust multi-objective optimization and its application in portfolio optimization (Q6065194) (← links)
- Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)
