Pages that link to "Item:Q3340464"
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The following pages link to Large-Scale Portfolio Optimization (Q3340464):
Displaying 50 items.
- Fast quadratic programming for mean-variance portfolio optimisation (Q2226482) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Valid inequalities for quadratic optimisation with domain constraints (Q2234747) (← links)
- Two nonparametric approaches to mean absolute deviation portfolio selection model (Q2244212) (← links)
- Semi-continuous network flow problems (Q2248765) (← links)
- On valid inequalities for mixed integer \(p\)-order cone programming (Q2251546) (← links)
- Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
- An analytic derivation of admissible efficient frontier with borrowing (Q2383119) (← links)
- Possibilistic mean-standard deviation models to portfolio selection for bounded assets (Q2383677) (← links)
- Fast gradient descent method for mean-CVaR optimization (Q2393350) (← links)
- A polyhedral study of the semi-continuous knapsack problem (Q2434996) (← links)
- Some new results on value ranges of risks for mean-variance portfolio models (Q2446404) (← links)
- Portfolio optimization with linear and fixed transaction costs (Q2480252) (← links)
- On admissible efficient portfolio selection: models and algorithms (Q2493766) (← links)
- Fuzzy chance-constrained portfolio selection (Q2497828) (← links)
- Data-driven portfolio management with quantile constraints (Q2516641) (← links)
- On admissible efficient portfolio selection policy (Q2572364) (← links)
- Optimization of a long-short portfolio under nonconvex transaction cost (Q2574062) (← links)
- Perspective reformulations of mixed integer nonlinear programs with indicator variables (Q2638370) (← links)
- A maximal predictability portfolio using absolute deviation reformulation (Q2655748) (← links)
- Cloud-assisted privacy-conscious large-scale Markowitz portfolio (Q2663522) (← links)
- Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
- Analysis of Kelly-optimal portfolios (Q2786274) (← links)
- Uncertain programming models for portfolio selection with uncertain returns (Q2792187) (← links)
- Mean–variance portfolio optimization with parameter sensitivity control<sup>†</sup> (Q2829560) (← links)
- Robust portfolio techniques for mitigating the fragility of CVaR minimization and generalization to coherent risk measures (Q2871416) (← links)
- Perspective Reformulation and Applications (Q2897294) (← links)
- Convex optimization approaches to maximally predictable portfolio selection (Q2926485) (← links)
- Large-Scale Loan Portfolio Selection (Q2957455) (← links)
- A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs (Q3008844) (← links)
- Mean-variance-skewness model for portfolio selection with transaction costs (Q3044157) (← links)
- HIERARCHICAL DECISION MAKING IN STRATEGIC INVESTMENT BY A BOLTZMANN MACHINE (Q3427848) (← links)
- A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION (Q3503069) (← links)
- Perspective Relaxation of Mixed Integer Nonlinear Programs with Indicator Variables (Q3503836) (← links)
- MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS (Q3523608) (← links)
- A branch-and-bound algorithm for discrete multi-factor portfolio optimization model (Q3538479) (← links)
- Large scale portfolio optimization with piecewise linear transaction costs (Q3605210) (← links)
- An exact algorithm for factor model in portfolio selection with roundlot constraints (Q3625229) (← links)
- Efficient Portfolios, Sparse Matrices, and Entities: A Retrospective (Q3635071) (← links)
- ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (Q3650926) (← links)
- Specifying the systematic risk of portfolios : a closed form solution (Q3690615) (← links)
- A simplex algorithm for piecewise-linear programming I: Derivation and proof (Q3703668) (← links)
- A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection (Q3807836) (← links)
- Recursive portfolio management: Large-scale evidence from two Scandinavian stock markets (Q4018051) (← links)
- A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES (Q4018363) (← links)
- A general system for heuristic minimization of convex functions over non-convex sets (Q4638917) (← links)
- A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
- Computational study of a family of mixed-integer quadratic programming problems (Q5101407) (← links)
- Comparative issues between linear and non-linear risk measures for non-convex portfolio optimization: evidence from the S&P 500 (Q5245462) (← links)
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions (Q5265619) (← links)
