Pages that link to "Item:Q2846429"

The following pages link to Optimal cardinality constrained portfolio selection (Q2846429):

Displaying 50 items.

• Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
• A half thresholding projection algorithm for sparse solutions of LCPs (Q497459) (← links)
• Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
• Random credibilitic portfolio selection problem with different convex transaction costs (Q780216) (← links)
• A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111) (← links)
• A sparse chance constrained portfolio selection model with multiple constraints (Q785634) (← links)
• Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
• Optimization of cardinality constrained portfolios with a hybrid local search algorithm (Q1412165) (← links)
• Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
• Restricted Robinson constraint qualification and optimality for cardinality-constrained cone programming (Q1682972) (← links)
• Sparse tangent portfolio selection via semi-definite relaxation (Q1694793) (← links)
• Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
• A local relaxation method for the cardinality constrained portfolio optimization problem (Q1935581) (← links)
• Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819) (← links)
• Bounds on efficient outcomes for large-scale cardinality-constrained Markowitz problems (Q2046267) (← links)
• On the long-only minimum variance portfolio under single factor model (Q2060386) (← links)
• A Lagrange-Newton algorithm for sparse nonlinear programming (Q2089792) (← links)
• Robust CCMV model with short selling and risk-neutral interest rate (Q2140433) (← links)
• A mental account-based portfolio selection model with an application for data with smaller dimensions (Q2147082) (← links)
• Discrete dynamical system approaches for Boolean polynomial optimization (Q2161551) (← links)
• A new algorithm for quadratic integer programming problems with cardinality constraint (Q2174794) (← links)
• Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory (Q2175840) (← links)
• Portfolio optimization model with and without options under additional constraints (Q2217040) (← links)
• On sparsity of the solution to a random quadratic optimization problem (Q2227539) (← 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)
• On the structure of linear programs with overlapping cardinality constraints (Q2297664) (← links)
• An augmented Lagrangian proximal alternating method for sparse discrete optimization problems (Q2299205) (← 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)
• A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint (Q2701425) (← links)
• An efficient optimization approach for a cardinality-constrained index tracking problem (Q2815504) (← links)
• Improving the Performance of MIQP Solvers for Quadratic Programs with Cardinality and Minimum Threshold Constraints: A Semidefinite Program Approach (Q2940060) (← links)
• Efficient Cardinality/Mean-Variance Portfolios (Q2950096) (← links)
• Large-Scale Loan Portfolio Selection (Q2957455) (← links)
• Lagrangian relaxation procedure for cardinality-constrained portfolio optimization (Q3514845) (← links)
• Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
• Global optimization for sparse solution of least squares problems (Q5058393) (← links)
• An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779) (← links)
• Approximation Bounds for Sparse Programs (Q5073726) (← links)
• A Scalable Algorithm for Sparse Portfolio Selection (Q5087719) (← links)
• Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)
• A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints (Q5158761) (← links)
• Quadratic Convex Reformulations for Semicontinuous Quadratic Programming (Q5348460) (← links)
• OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION (Q5472778) (← links)
• Cardinality-constrained portfolio selection based on collaborative neurodynamic optimization (Q6055161) (← links)
• A low-cost alternating projection approach for a continuous formulation of convex and cardinality constrained optimization (Q6063782) (← links)
• Norm constrained minimum variance portfolios with short selling (Q6088763) (← links)
• Portfolio selection with exploration of new investment assets (Q6168501) (← links)