Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation
Nathan Phelps and Adam Metzler
| Year of publication: |
2024
|
|---|---|
| Authors: | Phelps, Nathan ; Metzler, Adam |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 75.2024, 5, p. 967-981
|
| Subject: | Cardinality constraint | mean-variance portfolio optimisation | portfolio selection | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Algorithmus | Algorithm |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2023.2224823 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014555795