Pages that link to "Item:Q3657720"

The following pages link to The Optimal Selection of Small Portfolios (Q3657720):

Displaying 13 items.

• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
• Minimal zero norm solutions of linear complementarity problems (Q481048) (← links)
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
• Algorithm for cardinality-constrained quadratic optimization (Q842777) (← links)
• Epsilon-dominating solutions in mean-variance portfolio analysis (Q1291760) (← links)
• Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
• Portfolio optimization with linear and fixed transaction costs (Q2480252) (← links)
• Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
• Large-Scale Loan Portfolio Selection (Q2957455) (← links)
• Confidence Limits for Global Optima Based on Heuristic Solutions to Difficult Optimization Problems: A Simulation Study (Q3221207) (← links)
• On the index tracking and the statistical arbitrage choosing the stocks by means of cointegration: the role of stock picking (Q4683045) (← links)
• A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)