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A Relaxed Optimization Approach for Cardinality-Constrained Portfolio Optimization

https://doi.org/10.2139/ssrn.3272588
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13/13 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 13 checked references that resolve
resolves10.1111/j.1540-6261.1952.tb01525.x
PORTFOLIO SELECTION*
resolves10.1016/s0305-0548(99)00074-x
Heuristics for cardinality constrained portfolio optimisation
resolves10.1016/j.eswa.2008.06.007
Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm
resolves10.1016/j.eswa.2011.09.129
Markowitz-based portfolio selection with cardinality constraints using improved particle swarm optimization
resolves10.1080/10556780701722542
Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
resolves10.1007/s10589-007-9126-9
Algorithm for cardinality-constrained quadratic optimization
resolves10.1007/s10898-012-9842-2
Convex relaxations and MIQCQP reformulations for a class of cardinality-constrained portfolio selection problems
resolves10.1007/s10589-012-9471-1
A local relaxation method for the cardinality constrained portfolio optimization problem
resolves10.1007/s10107-013-0701-9
Proximal alternating linearized minimization for nonconvex and nonsmooth problems
resolves10.1016/S0378-4266(02)00271-6
Conditional value-at-risk for general loss distributions
resolves10.1137/120869778
Sparsity Constrained Nonlinear Optimization: Optimality Conditions and Algorithms
resolves10.1137/080716542
A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
resolves10.1137/050626090
Signal Recovery by Proximal Forward-Backward Splitting
The 3 references without a DOI — listed, not checked
no DOI — not checkedref11
no DOI — not checkedref13
no DOI — not checkedref15
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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