Concepedia

Cardinality-constrained Portfolio Optimization

Cardinality-Constrained Portfolio Optimization is a portfolio optimization method that restricts the number of active positions in a portfolio to a predefined limit, distinguishing it from other optimization approaches by explicitly controlling portfolio sparsity through cardinality constraints.

71

Publications

4.2K

Citations

172

Authors

94

Institutions

Publications per year

2017–2026

28

Variants

Cardinality Constrained Portfolio Optimization

Parents

Publications

71

Heuristics for cardinality constrained portfolio optimisation

Tun-Jen Chang, Nigel Meade, J. E. Beasley et al. · Computers & Operations Research · 2000 · 928 citations

, , +11

A learning-guided multi-objective evolutionary algorithm for constrained portfolio optimization

Khin Lwin, Rong Qu, Graham Kendall · Applied Soft Computing · 2014 · 187 citations · Full text

, , +17

Optimization of cardinality constrained portfolios with a hybrid local search algorithm

Dietmar Maringer, Hans Kellerer · OR Spectrum · 2003 · 174 citations

, , +12

OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION

Duan Li, Xiaoling Sun, Jun Wang · Mathematical Finance · 2006 · 165 citations

, , +16

Lagrangian relaxation procedure for cardinality-constrained portfolio optimization

Dong X. Shaw, Shucheng Liu, Leonid Kopman · Optimization methods & software · 2008 · 160 citations

, , +17

1–5 of 71

Authors

172

  1. CB
    Can B. Kalaycı

    Pamukkale University, Türkiye

    4 publications · 258 citations

    4

    h-index

  2. JW
    Jun Wang

    Chinese University of Hong Kong, Hong Kong SAR China

    3 publications · 315 citations

    3

    h-index

  3. FC
    Francesco Cesarone

    Roma Tre University, Italy

    2 publications · 165 citations

    2

    h-index

  4. DL
    Duan Li

    Chinese University of Hong Kong, Hong Kong SAR China

    2 publications · 321 citations

    2

    h-index

  5. JG
    Jianjun Gao

    Shanghai Jiao Tong University, China

    2 publications · 167 citations

    2

    h-index

1–5 of 172

Institutions

94

  1. Pamukkale University

    Denizli, Türkiye

    4 h-index

    11 publications

    806 citations

  2. City University of Hong Kong

    Hong Kong, Hong Kong

    4 h-index

    6 publications

    238 citations

  3. Hong Kong Polytechnic University

    Hong Kong, Hong Kong

    3 h-index

    4 publications

    109 citations

  4. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    2 h-index

    3 publications

    486 citations

  5. Shanghai Jiao Tong University

    Shanghai, China

    2 h-index

    3 publications

    178 citations

  6. Sapienza University of Rome

    Rome, Italy

    2 h-index

    2 publications

    165 citations

  7. Shanghai University

    Shanghai, China

    2 h-index

    2 publications

    227 citations

  8. Yuan Ze University

    Taoyuan District, Taiwan

    2 h-index

    4 publications

    106 citations

1–8 of 94

Venues

  1. Expert Systems with Applications

    6 publications · 350 citations

    6

    h-index

  2. Annals of Operations Research

    4 publications · 224 citations

    4

    h-index

  3. Applied Soft Computing

    3 publications · 284 citations

    3

    h-index

  4. INFORMS journal on computing

    2 publications · 49 citations

    2

    h-index

  5. Computational Optimization and Applications

    2 publications · 78 citations

    2

    h-index

1–5