Keyphrases
Global Optimal Solution
100%
Cardinality Constraint
100%
Constrained Portfolio Optimization
100%
Lower Bound Problem
66%
Processing Techniques
33%
Selection Strategy
33%
Minimization Problem
33%
Numerical Experiments
33%
Analytical Solution
33%
Covariance Matrix
33%
Original Problem
33%
Asset Returns
33%
Lagrangian multiplier
33%
Branch-and-bound Method
33%
CPLEX
33%
Mixed Integer Programming
33%
Min-max Optimization
33%
Optimal Investment
33%
Duality Theory
33%
Search Efficiency
33%
Diagonal Matrix
33%
Matrix Computation
33%
Programming Solver
33%
Depth-first
33%
Split Method
33%
Concave Optimization
33%
Special Matrices
33%
Portfolio Weights
33%
Mean-variance Portfolio Optimization
33%
Popular
33%
Investment Selection
33%
Supergradient
33%
Mathematics
Cardinality
100%
Covariance Matrix
33%
Diagonalmatrix
33%
Lagrangian Multiplier
33%
Special Matrix
33%
Min-Max
33%
Mean-Variance
33%
Integer Programming
33%
Numerical Experiment
33%
Minimization Problem
33%
Split Interval
33%
Computer Science
Cardinality
100%
Mixed Integer Programming
33%
Variance Portfolio
33%
Branch-and-Bound Algorithm Design
33%
Portfolio Weight
33%
Covariance Matrix
33%
Selection Strategy
33%
Minimization Problem
33%
Diagonal Matrix
33%
Lagrangian Multiplier
33%
Economics, Econometrics and Finance
Portfolio Selection
100%
Capital Market Returns
50%
Branch and Bound
50%
Mixed-Integer Programming
50%