Login / Signup

Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems.

Xueting CuiXiaojin ZhengShushang ZhuXiaoling Sun
Published in: J. Glob. Optim. (2013)
Keyphrases
  • portfolio selection
  • convex relaxation
  • robust optimization
  • optimal solution
  • optimization problems
  • particle swarm optimization
  • multi label
  • convex optimization
  • mathematical programming