Howard Shek

Publication Activity (10 Years)

Years Active: 2012-2012
Publications (10 Years): 0

Top Topics

Portfolio Optimization

Cardinality Constraints

Nature Inspired

Top Venues

Comput. Optim. Appl.

Publications

Walter Murray, Howard Shek
A local relaxation method for the cardinality constrained portfolio optimization problem. Comput. Optim. Appl. 53 (3) (2012)