Optimal Cardinality Constrained Portfolio Selection
Published Online:1 Jun 2013https://doi.org/10.1287/opre.2013.1170
Supplemental Material
opre.2013.1170-sm.pdf (197 KB)
- Cited by
- 2 May 2026 | Operational Research, Vol. 26, No. 3
- 11 May 2026 | OR Spectrum, Vol. 116
- 25 April 2026 | Journal of Optimization Theory and Applications, Vol. 209, No. 2
- 8 April 2026 | Annals of Operations Research, Vol. 279
- Journal of the Physical Society of Japan, Vol. 95, No. 3
- 11 September 2025 | 4OR, Vol. 24, No. 1
- 31 October 2023 | Journal of the Operations Research Society of China, Vol. 14, No. 1
- 25 February 2025 | Mathematics of Operations Research, Vol. 51, No. 1
- Expert Systems with Applications, Vol. 296
- 21 February 2025 | Naval Research Logistics (NRL), Vol. 72, No. 6
- 27 September 2024 | Numerical Algorithms, Vol. 99, No. 4
- 1 July 2025 | Communications in Statistics - Simulation and Computation, Vol. 18
- 10 June 2025 | Journal of the Operations Research Society of China, Vol. 37
- Journal of Computational and Applied Mathematics, Vol. 461
- 18 June 2024 | INFORMS Journal on Computing, Vol. 37, No. 3
- 25 November 2024 | Mathematical Programming, Vol. 211, No. 1-2
- European Journal of Operational Research, Vol. 322, No. 3
- 23 January 2025 | Journal of Optimization Theory and Applications, Vol. 204, No. 3
- European Journal of Operational Research, Vol. 107
- Journal of Industrial and Management Optimization, Vol. 22, No. <![CDATA[1]]>
- Mathematical Foundations of Computing, Vol. 8, No. <![CDATA[3]]>
- Journal of the Franklin Institute, Vol. 361, No. 18
- 22 January 2024 | Journal of Global Optimization, Vol. 89, No. 2
- 8 August 2024 | SIAM Review, Vol. 66, No. 3
- 20 December 2023 | INFORMS Journal on Computing, Vol. 36, No. 2
- European Journal of Operational Research, Vol. 313, No. 2
- IEEE Transactions on Neural Networks and Learning Systems, Vol. 35, No. 2
- 27 July 2023 | Annals of Operations Research, Vol. 332, No. 1-3
- 10 February 2023 | Computational Management Science, Vol. 20, No. 1
- 3 October 2023 | Operations Research Forum, Vol. 4, No. 4
- European Journal of Operational Research, Vol. 310, No. 2
- 3 February 2023 | Computational Optimization and Applications, Vol. 85, No. 1
- 14 November 2022 | Journal of the American Statistical Association, Vol. 118, No. 542
- 22 February 2022 | Operations Research, Vol. 71, No. 2
- Expert Systems with Applications, Vol. 213
- High-Confidence Computing, Vol. 3, No. 1
- 20 December 2022 | International Journal of Financial Studies, Vol. 11, No. 1
- EURO Journal on Decision Processes, Vol. 11
- 8 August 2022 | INFORMS Journal on Computing, Vol. 34, No. 6
- 12 October 2021 | Optimization Methods and Software, Vol. 37, No. 5
- 21 October 2021 | Mathematical Programming, Vol. 195, No. 1-2
- Neural Networks, Vol. 153
- 30 August 2022 | International Journal of Foundations of Computer Science, Vol. 33, No. 06n07
- 30 June 2022 | Journal of Scientific Computing, Vol. 92, No. 2
- Computers & Operations Research, Vol. 144
- 5 November 2020 | Optimization, Vol. 71, No. 7
- 27 April 2022 | SIAM Journal on Mathematics of Data Science, Vol. 4, No. 2
- 14 January 2022 | INFORMS Journal on Computing, Vol. 34, No. 3
- 4 February 2021 | Journal of the Operational Research Society, Vol. 73, No. 3
- 26 November 2021 | Journal of Systems Science and Systems Engineering, Vol. 31, No. 1
- 31 August 2021 | Operations Research, Vol. 70, No. 1
- Neural Networks, Vol. 145
- 26 March 2021 | Quantitative Finance, Vol. 21, No. 10
- 9 February 2021 | Applied Intelligence, Vol. 51, No. 10
- Swarm and Evolutionary Computation, Vol. 66
- Operations Research Letters, Vol. 49, No. 5
- 23 April 2021 | Journal of Global Optimization, Vol. 80, No. 3
- 13 February 2020 | Journal of the Operational Research Society, Vol. 72, No. 6
- 26 July 2020 | Decisions in Economics and Finance, Vol. 44, No. 1
- 7 May 2020 | Journal of the Operational Research Society, Vol. 72, No. 4
- 8 September 2020 | IISE Transactions, Vol. 53, No. 4
- 9 December 2019 | Mathematical Programming, Vol. 186, No. 1-2
- 28 September 2021 | SIAM Journal on Optimization, Vol. 31, No. 3
- SSRN Electronic Journal, Vol. 9
- Financial applications of semidefinite programming: a review and call for interdisciplinary research27 September 2019 | Accounting & Finance, Vol. 60, No. 4
- Mathematical Problems in Engineering, Vol. 2020
- 10 February 2020 | Optimization Letters, Vol. 14, No. 8
- 17 March 2020 | Optimization Letters, Vol. 14, No. 8
- Journal of Computational and Applied Mathematics, Vol. 377
- 17 March 2020 | Journal of Global Optimization, Vol. 77, No. 4
- Knowledge-Based Systems, Vol. 198
- Physica A: Statistical Mechanics and its Applications, Vol. 547
- 14 July 2019 | Journal of the Operational Research Society, Vol. 71, No. 5
- 3 January 2020 | Japan Journal of Industrial and Applied Mathematics, Vol. 37, No. 2
- 20 May 2019 | Numerical Algorithms, Vol. 83, No. 3
- Discrete Applied Mathematics, Vol. 275
- 19 November 2019 | Soft Computing, Vol. 24, No. 4
- SSRN Electronic Journal, Vol. 17
- SSRN Electronic Journal, Vol. 46
- 4 March 2019 | Soft Computing, Vol. 23, No. 24
- 15 May 2019 | Management Science, Vol. 65, No. 10
- 21 February 2018 | Computational Optimization and Applications, Vol. 70, No. 2
- 1 January 2018 | Izvestiya of Saratov University. New Series. Series: Mathematics. Mechanics. Informatics, Vol. 18, No. 1
- SSRN Electronic Journal, Vol. 89
- Journal of Industrial & Management Optimization, Vol. 14, No. 2
- 13 September 2017 | Journal of Optimization Theory and Applications, Vol. 175, No. 1
- 30 March 2017 | Risk Analysis, Vol. 37, No. 8
- SIAM Journal on Optimization, Vol. 27, No. 3
- 24 October 2016 | Operations Research, Vol. 64, No. 6
- Operations Research Letters, Vol. 44, No. 4
- 10 July 2015 | Optimization Methods and Software, Vol. 31, No. 2
- SSRN Electronic Journal, Vol. 0
- 6 October 2014 | Applied Stochastic Models in Business and Industry, Vol. 31, No. 5
- Journal of Industrial and Management Optimization, Vol. 12, No. 3
- 3 December 2014 | Optimization Letters, Vol. 9, No. 6
- Open Journal of Statistics, Vol. 05, No. 06
- 19 May 2014 | INFORMS Journal on Computing, Vol. 26, No. 4
- 9 July 2013 | Computational Optimization and Applications, Vol. 59, No. 1-2
- IFAC Proceedings Volumes, Vol. 47, No. 3
- 14 March 2013 | Journal of the Operations Research Society of China, Vol. 1, No. 1
Volume 61, Issue 3
May-June 2013
Pages iii-790
Article Information
Supplemental Material
Metrics
Information
- Received:April 01, 2011
- Accepted:February 01, 2013
- Published Online:June 01, 2013
Copyright © 2013, INFORMS
Cite as
Jianjun Gao, Duan Li, (2013) Optimal Cardinality Constrained Portfolio Selection. Operations Research 61(3):745-761.
https://doi.org/10.1287/opre.2013.1170
Keywords
