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The following pages link to Portfolio selection under downside risk measures and cardinality constraints based on DC programming and DCA (Q1035284):

Displaying 16 items.

Multiperiod mean absolute deviation fuzzy portfolio selection model with risk control and cardinality constraints (Q279474) (← links)
An efficient DC programming approach for portfolio decision with higher moments (Q409263) (← links)
Successive convex approximations to cardinality-constrained convex programs: a piecewise-linear DC approach (Q742312) (← links)
Multi-period possibilistic mean semivariance portfolio selection with cardinality constraints and its algorithm (Q894537) (← links)
DC programming and DCA for globally solving the value-at-risk (Q1035285) (← links)
DC programming and DCA: thirty years of developments (Q1749443) (← links)
A branch-and-bound algorithm embedded with DCA for DC programming (Q1954706) (← links)
Time-consistent multiperiod mean semivariance portfolio selection with the real constraints (Q1983719) (← links)
Discrete dynamical system approaches for Boolean polynomial optimization (Q2161551) (← links)
Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation (Q2163851) (← links)
A difference-of-convex programming approach with parallel branch-and-bound for sentence compression via a hybrid extractive model (Q2230777) (← links)
Long-short portfolio optimization under cardinality constraints by difference of convex functions algorithm (Q2247924) (← links)
Multiperiod mean absolute deviation uncertain portfolio selection with real constraints (Q2318272) (← links)
Robust investment strategies with discrete asset choice constraints using DC programming (Q3553750) (← links)
A new approach for solving mixed integer DC programs using a continuous relaxation with no integrality gap and smoothing techniques (Q5151528) (← links)
DC programming approaches for discrete portfolio optimization under concave transaction costs (Q5963231) (← links)