Pages that link to "Item:Q898723"
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The following pages link to Cardinality constrained portfolio selection problem: a completely positive programming approach (Q898723):
Displaying 8 items.
- Recent advances in mathematical programming with semi-continuous variables and cardinality constraint (Q384213) (← links)
- Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
- Convergence of a Scholtes-type regularization method for cardinality-constrained optimization problems with an application in sparse robust portfolio optimization (Q1639718) (← links)
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach (Q1716964) (← links)
- Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems (Q2393069) (← links)
- Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
- An optimal trade-off model for portfolio selection with sensitivity of parameters (Q2628195) (← links)
- Optimal cardinality constrained portfolio selection (Q2846429) (← links)
