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

✍ Scribed by X. T. Cui, X. J. Zheng, S. S. Zhu, X. L. Sun

• Book ID: 120703828
• Publisher: Springer US
• Year: 2012
• Tongue: English
• Weight: 302 KB
• Volume: 56
• Category: Article
• ISSN: 0925-5001
• DOI: 10.1007/s10898-012-9842-2