Results 131 to 135 of about 3,398 (135)

Sparse markowitz portfolio selection by using stochastic linear complementarity approach

Journal of Industrial and Management Optimization, 2018
exaly  

An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints

Operations Research, 2009
exaly  

Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits

IEEE Transactions on Automatic Control, 2004
exaly  

The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?

Financial Analysts Journal, 1989
exaly  

Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization

Expert Systems With Applications, 2012
exaly