Pages that link to "Item:Q5472778"
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The following pages link to OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778):
Displayed 24 items.
- Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- An exact solution method for unconstrained quadratic 0--1 programming: a geometric approach (Q427399) (← links)
- Separable relaxation for nonconvex quadratic integer programming: Integer diagonalization approach (Q604257) (← links)
- Simple solution methods for separable mixed linear and quadratic knapsack problem (Q693416) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
- Minimizing the tracking error of cardinality constrained portfolios (Q1652503) (← links)
- Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming (Q1682972) (← links)
- Sparse tangent portfolio selection via semi-definite relaxation (Q1694793) (← links)
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- A polynomial case of the cardinality-constrained quadratic optimization problem (Q2393087) (← links)
- A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making (Q2393343) (← 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)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Convex relaxation and Lagrangian decomposition for indefinite integer quadratic programming (Q2786313) (← links)
- Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
- A branch-and-bound algorithm for discrete multi-factor portfolio optimization model (Q3538479) (← links)
- Matrix decomposition and Lagrangian dual method for discrete portfolio optimization under concave transaction costs (Q3572640) (← links)
- An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
- A penalty PALM method for sparse portfolio selection problems (Q5268895) (← links)
- Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
- DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231) (← links)