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An efficient global optimal method for cardinality constrained portfolio optimization - MaRDI portal

An efficient global optimal method for cardinality constrained portfolio optimization

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Publication:6580551

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DOI10.1287/ijoc.2022.0344MaRDI QIDQ6580551

Ka-Fai Cedric Yiu, Jie Tang, Wei Xu, Jian-Wen Peng

Publication date: 29 July 2024

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

zbMATH Keywords

portfolio selection branch-and-bound method cardinality constraint lower bound analysis

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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