Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
Work
Year: 2012
Type: article
Source: Journal of Global Optimization
Institutions Fudan University, Tongji University, Sun Yat-sen University
Cites: 34
Cited by: 75
Related to: 10
FWCI: 5.824
Citation percentile (by year/subfield): 97.04
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed