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Complex portfolio selection via convex mixed‐integer quadratic programming: a survey

https://doi.org/10.1111/itor.12541
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Outgoing claims: the papers this work cites, builds on, or argues with.

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What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Portfolio optimization using Artificial Intelligence: a systematic literature review
inferred← citeshttps://doi.org/10.65206/pajes.1919752openalex-snapshot
Kardinalite kısıtlı portföy optimizasyonu modellerinin BİST verisi kullanılarak performans ve risk ölçütleri ile kıyaslanması
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.