An efficient global optimal method for cardinality constrained portfolio optimization

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

Year of publication:	2024
Authors:	Xu, Wei ; Tang, Jie ; Yiu, Ka Fai Cedric ; Peng, Jian Wen
Published in:	INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 36.2024, 2, p. 690-704
Subject:	branch and bound method \| cardinality constraint \| lower bound analysis \| portfolio selection \| Portfolio-Management \| Portfolio selection \| Mathematische Optimierung \| Mathematical programming \| Theorie \| Theory \| Branch-and-Bound \| Branch and Bound

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1287/ijoc.2022.0344 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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