Pages that link to "Item:Q2355203"
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The following pages link to Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203):
Displaying 5 items.
- A cutting plane algorithm for MV portfolio selection model (Q1036539) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Multi-period resource allocation for estimating project costs in competitive bidding (Q2401316) (← links)
- (Q5488958) (← links)