Cardinality constrained portfolio selection problem: a completely positive programming approach
type: Item
instance of: scholarly article
title: Cardinality constrained portfolio selection problem: a completely positive programming approach
zbMATH Open document ID: 1328.90116
author: Ye Tian
author: Shu-Cherng Fang
author: Zhibin Deng
author: Qingwei Jin
published in: Journal of Industrial and Management Optimization
publication date: 2015-12-18T00:00:00Z
Mathematics Subject Classification ID: 90C26
Mathematics Subject Classification ID: 90C59
Mathematics Subject Classification ID: 90C22
Mathematics Subject Classification ID: 30E10
zbMATH DE Number: 6522371
zbMATH Keywords: cardinality constrained portfolio selection problem
zbMATH Keywords: completely positive programming
zbMATH Keywords: second-order cone
zbMATH Keywords: adaptive approximation
Wikidata QID: Q57431531
describes a project that uses: CVX
MaRDI profile type: Publication
full work available at URL: jimo.2016.12.1041
OpenAlex ID: W2526503275
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DOI: 10.3934/JIMO.2016.12.1041
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description: scientific article; zbMATH DE number 6522371