Pages that link to "Item:Q4018363"
From MaRDI portal
The following pages link to A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES (Q4018363):
Displaying 26 items.
- A Krylov subspace approach to large portfolio optimization (Q311020) (← links)
- Stochastic portfolio optimization with proportional transaction costs: convex reformulations and computational experiments (Q439922) (← links)
- Efficient implementation of an active set algorithm for large-scale portfolio selection (Q925841) (← links)
- Heuristic algorithms for the portfolio selection problem with minimum transaction lots (Q1296348) (← links)
- Optimal portfolios with asymptotic criteria (Q1313154) (← links)
- A mean-absolute deviation-skewness portfolio optimization model (Q1313156) (← links)
- On the number of securities which constitute an efficient portfolio (Q1313170) (← links)
- An interior point algorithm for large scale portfolio optimization (Q1313173) (← links)
- An algorithm for finding the minimum-norm point in the intersection of a convex polyhedron and a hyperplane (Q1335567) (← links)
- An integrated stock-bond portfolio optimization model (Q1391444) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- An algorithm for solving the minimum-norm point problem over the intersection of a polytope and an affine set (Q1579636) (← links)
- Multiobjective portfolio optimization: bridging mathematical theory with asset management practice (Q1615977) (← links)
- Symmetric indefinite systems for interior point methods (Q1803613) (← links)
- Computational study of a family of mixed-integer quadratic programming problems (Q1814787) (← links)
- Fast quadratic programming for mean-variance portfolio optimisation (Q2226482) (← links)
- Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs (Q2247929) (← links)
- Faster model matrix crossproducts for large generalized linear models with discretized covariates (Q2302462) (← links)
- Portfolio selection with a new definition of risk (Q2462128) (← links)
- Large-Scale Portfolio Optimization (Q3340464) (← links)
- SOLVING LARGE SCALE MEAN-VARIANCE MODELS WITH DENSE NON-FACTORABLE COVARIANCE MATRICES (Q4483762) (← links)
- Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
- Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions (Q5322121) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)
- Expected mean return—standard deviation efficient frontier approximation with low‐cardinality portfolios in the presence of the risk‐free asset (Q6079983) (← links)
- On the number of pivots of Dantzig's simplex methods for linear and convex quadratic programs (Q6564294) (← links)
