Pages that link to "Item:Q785634"
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The following pages link to A sparse chance constrained portfolio selection model with multiple constraints (Q785634):
Displaying 6 items.
- A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
- Sparse tangent portfolio selection via semi-definite relaxation (Q1694793) (← links)
- A novel methodology for portfolio selection in fuzzy multi criteria environment using risk-benefit analysis and fractional stochastic (Q2167950) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Mathematical programs with distributionally robust chance constraints: statistical robustness, discretization and reformulation (Q6555145) (← links)
- Enhanced branch-and-bound algorithm for chance constrained programs with Gaussian mixture models (Q6588527) (← links)