Pages that link to "Item:Q1582684"
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The following pages link to Heuristics for cardinality constrained portfolio optimization (Q1582684):
Displaying 50 items.
- Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
- Cardinality-constrained risk parity portfolios (Q2140363) (← links)
- Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
- Intuitionistic fuzzy optimistic and pessimistic multi-period portfolio optimization models (Q2156490) (← links)
- Discrete dynamical system approaches for Boolean polynomial optimization (Q2161551) (← links)
- Sparse minimax portfolio and Sharpe ratio models (Q2165774) (← links)
- The effect of velocity sparsity on the performance of cardinality constrained particle swarm optimization (Q2174914) (← links)
- The complexity results of the sparse optimization problems and reverse convex optimization problems (Q2228394) (← links)
- Equally weighted cardinality constrained portfolio selection via factor models (Q2228417) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Valid inequalities for quadratic optimisation with domain constraints (Q2234747) (← links)
- Analyzing the performance of a two-tail-measures-utility multi-objective portfolio optimization model (Q2241326) (← links)
- Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
- Optimal portfolio selection for the small investor considering risk and transaction costs (Q2267384) (← links)
- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663) (← links)
- A multiobjective metaheuristic for a mean-risk multistage capacity investment problem (Q2267821) (← links)
- Heuristic algorithms for the cardinality constrained efficient frontier (Q2275807) (← links)
- Clustering and portfolio selection problems: a unified framework (Q2297578) (← links)
- An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- Particle swarm optimization with dynamic random population topology strategies for a generalized portfolio selection problem (Q2311292) (← links)
- A novel multi period mean-VaR portfolio optimization model considering practical constraints and transaction cost (Q2315847) (← links)
- Multi-period mean-semivariance portfolio optimization based on uncertain measure (Q2318547) (← links)
- On cutting planes for cardinality-constrained linear programs (Q2330656) (← links)
- Application of artificial bee colony algorithm to portfolio adjustment problem with transaction costs (Q2336210) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- A resource portfolio planning model using sampling-based stochastic programming and genetic algorithm (Q2383130) (← 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)
- A multi-objective approach for weapon selection and planning problems in dynamic environments (Q2397566) (← links)
- A multiplicative weights update algorithm for MINLP (Q2397756) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- Factor-based robust index tracking (Q2402581) (← links)
- A quantitative description of complex adaptive system: the self-adaptive mechanism of the material purchasing management system towards the changing environment (Q2416528) (← links)
- An iterative method for solving a bi-objective constrained portfolio optimization problem (Q2419517) (← links)
- A hybrid approach for index tracking with practical constraints (Q2438411) (← links)
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection (Q2480250) (← links)
- Fuzzy compromise programming for portfolio selection (Q2489170) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- 2-phase NSGA II: an optimized reward and risk measurements algorithm in portfolio optimization (Q2633216) (← links)
- A portfolio optimization model with three objectives and discrete variables (Q2655644) (← links)
- A simheuristic algorithm for the portfolio optimization problem with random returns and noisy covariances (Q2669799) (← links)
- Fractional Liu uncertain differential equation and its application to finance (Q2680010) (← 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)
- An integrated approach for stock evaluation and portfolio optimization (Q2903132) (← links)
- Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
- Multiobjective Interacting Particle Algorithm for Global Optimization (Q2940537) (← links)
- On a Reformulation of Mathematical Programs with Cardinality Constraints (Q2942449) (← links)
