Pages that link to "Item:Q2950096"
From MaRDI portal
The following pages link to Efficient Cardinality/Mean-Variance Portfolios (Q2950096):
Displaying 11 items.
- On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization (Q1681322) (← links)
- Sparse tangent portfolio selection via semi-definite relaxation (Q1694793) (← 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)
- Cardinality-constrained risk parity portfolios (Q2140363) (← links)
- A concave optimization-based approach for sparse multiobjective programming (Q2174899) (← links)
- Multi-period mean-variance optimization with cardinality constraints (Q2824573) (← links)
- Least-squares approach to risk parity in portfolio selection (Q5001135) (← links)
- A penalty decomposition approach for multi-objective cardinality-constrained optimization problems (Q5058409) (← links)
- Approximate solution in robust multi-objective optimization and its application in portfolio optimization (Q6065194) (← links)
- Portfolio management with higher moments: the cardinality impact (Q6066673) (← links)