Open AccessCardinality constrained portfolio selection problem: A completely positive programming approach
Author(s) -
Ye Tian,
ShuCherng Fang,
Zhibin Deng,
Qingwei Jin
Publication year - 2015
Publication title -
journal of industrial and management optimization
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016.12.1041
Subject(s) - cardinality (data modeling) , mathematical optimization , sequence (biology) , quadratic programming , order (exchange) , mathematics , second order cone programming , semidefinite programming , scheme (mathematics) , computer science , portfolio , convex optimization , regular polygon , mathematical analysis , geometry , finance , biology , data mining , economics , genetics , financial economics
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