Pages that link to "Item:Q5060779"
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The following pages link to An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems (Q5060779):
Displaying 3 items.
- Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723) (← links)
- Extended mean-conditional value-at-risk portfolio optimization with PADM and conditional scenario reduction technique (Q6177016) (← links)
- A penalty decomposition algorithm for the extended mean-variance-CVaR portfolio optimization problem (Q6560769) (← links)