Lagrangian relaxation procedure for cardinality-constrained portfolio optimization (Q3514845)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lagrangian relaxation procedure for cardinality-constrained portfolio optimization |
scientific article |
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Lagrangian relaxation procedure for cardinality-constrained portfolio optimization (English)
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23 July 2008
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quadratic programming
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integer programming
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investment analysis
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