Pages that link to "Item:Q3100374"
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The following pages link to An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints (Q3100374):
Displayed 50 items.
- Chance-constrained problems and rare events: an importance sampling approach (Q291054) (← links)
- New reformulations for probabilistically constrained quadratic programs (Q296982) (← links)
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- Capital rationing problems under uncertainty and risk (Q429488) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- A novel probabilistic formulation for locating and sizing emergency medical service stations (Q492857) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- An algebraic approach to integer portfolio problems (Q541725) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← 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)
- Risk-budgeting multi-portfolio optimization with portfolio and marginal risk constraints (Q1615810) (← links)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
- Capacitated disassembly scheduling under stochastic yield and demand (Q1744511) (← links)
- Dynamic trading under integer constraints (Q1788825) (← links)
- Lagrangian decomposition and mixed-integer quadratic programming reformulations for probabilistically constrained quadratic programs (Q1926817) (← links)
- Portfolio optimization using Laplacian biogeography based optimization (Q2009199) (← links)
- A disjunctive cut strengthening technique for convex MINLP (Q2129197) (← links)
- A numerical method for interval multi-objective mixed-integer optimal control problems based on quantum heuristic algorithm (Q2150758) (← links)
- A new algorithm for quadratic integer programming problems with cardinality constraint (Q2174794) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- On valid inequalities for mixed integer \(p\)-order cone programming (Q2251546) (← links)
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
- Portfolio-optimization models for small investors (Q2392807) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- Lifted polymatroid inequalities for mean-risk optimization with indicator variables (Q2423781) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- Tight Upper Bounds on the Cardinality Constrained Mean-Variance Portfolio Optimization Problem Using Truncated Eigendecomposition (Q2806963) (← links)
- Splitting augmented Lagrangian method for optimization problems with a cardinality constraint and semicontinuous variables (Q2829575) (← links)
- Solving Chance-Constrained Optimization Problems with Stochastic Quadratic Inequalities (Q2830767) (← links)
- Exact Solution Methods for the k-Item Quadratic Knapsack Problem (Q2835673) (← links)
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty (Q2872537) (← links)
- Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints (Q4637499) (← links)
- Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
- A VaR Black–Litterman model for the construction of absolute return fund-of-funds (Q4911225) (← links)
- Convexification of Queueing Formulas by Mixed-Integer Second-Order Cone Programming: An Application to a Discrete Location Problem with Congestion (Q5058005) (← links)
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
- Distributionally robust portfolio optimization with linearized STARR performance measure (Q5068074) (← links)
- Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded (Q5085481) (← links)
- Data-Driven Optimization of Reward-Risk Ratio Measures (Q5085482) (← links)
- A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074) (← links)
- A Firefly Algorithm for Portfolio Optimization (Q5141991) (← links)
- A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints (Q5158761) (← links)