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
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|---|---|
| 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
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| 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 |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014532319