Pages that link to "Item:Q2400005"
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The following pages link to Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005):
Displaying 10 items.
- Solving bi-objective uncertain stochastic resource allocation problems by the CVaR-based risk measure and decomposition-based multi-objective evolutionary algorithms (Q828863) (← links)
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- Segmented concave least squares: a nonparametric piecewise linear regression (Q1754121) (← links)
- Cardinality-constrained risk parity portfolios (Q2140363) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- A new method for mean-variance portfolio optimization with cardinality constraints (Q2393351) (← links)
- Efficient Cardinality/Mean-Variance Portfolios (Q2950096) (← links)
- Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization (Q6055161) (← links)
- Hybrid Enhanced Binary Honey Badger Algorithm with Quadratic Programming for Cardinality Constrained Portfolio Optimization (Q6169946) (← links)