Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
| Year of publication: |
2013
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| Authors: | Cui, X. T. ; Zheng, X. J. ; Zhu, S. S. ; Sun, X. L. |
| Published in: |
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering. - Dordrecht [u.a.] : Springer, ISSN 0925-5001, ZDB-ID 1074566x. - Vol. 56.2013, 4, p. 1409-1423
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