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An efficient global optimal method for cardinality constrained portfolio optimization (Q6580551)

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scientific article; zbMATH DE number 7888786
Language Label Description Also known as
English
An efficient global optimal method for cardinality constrained portfolio optimization
scientific article; zbMATH DE number 7888786

    Statements

    title
    An efficient global optimal method for cardinality constrained portfolio optimization (English)
    0 references
    author
    Wei Xu
    0 references
    Jie Tang
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    Ka Fai Cedric Yiu
    0 references
    J. W. Peng
    0 references
    publication date
    29 July 2024
    0 references
    zbMATH Keywords
    portfolio selection
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    cardinality constraint
    0 references
    lower bound analysis
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    branch-and-bound method
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    Identifiers

    zbMATH DE Number
    7888786
    0 references
     
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