Optimal cardinality constrained portfolio selection (Q2846429)
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scientific article; zbMATH DE number 6205970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal cardinality constrained portfolio selection |
scientific article; zbMATH DE number 6205970 |
Statements
5 September 2013
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cardinality constrained quadratic programming
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cardinality constrained portfolio selection
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mean-variance formulation
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semidefinite programming
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relaxation
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branch-and-bound
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Optimal cardinality constrained portfolio selection (English)
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