{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,12]],"date-time":"2026-05-12T16:29:30Z","timestamp":1778603370521,"version":"3.51.4"},"publisher-location":"Berlin, Heidelberg","reference-count":26,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"value":"9783662455036","type":"print"},{"value":"9783662455043","type":"electronic"}],"license":[{"start":{"date-parts":[[2014,1,1]],"date-time":"2014-01-01T00:00:00Z","timestamp":1388534400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2014]]},"DOI":"10.1007\/978-3-662-45504-3_6","type":"book-chapter","created":{"date-parts":[[2014,12,1]],"date-time":"2014-12-01T08:08:01Z","timestamp":1417421281000},"page":"52-73","source":"Crossref","is-referenced-by-count":12,"title":["Efficient Cardinality\/Mean-Variance Portfolios"],"prefix":"10.1007","author":[{"given":"R. Pedro","family":"Brito","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Lu\u00eds N.","family":"Vicente","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2014,11,28]]},"reference":[{"key":"6_CR1","doi-asserted-by":"publisher","first-page":"1285","DOI":"10.1016\/j.cor.2009.09.009","volume":"37","author":"KP Anagnostopoulos","year":"2010","unstructured":"Anagnostopoulos, K.P., Mamanis, G.: A portfolio optimization model with three objectives and discrete variables. Comput. Oper. Res. 37, 1285\u20131297 (2010)","journal-title":"Comput. Oper. Res."},{"key":"6_CR2","first-page":"14208","volume":"38","author":"KP Anagnostopoulos","year":"2011","unstructured":"Anagnostopoulos, K.P., Mamanis, G.: The mean-variance cardinality constrained portfolio optimization problem: An experimental evaluation of five multiobjective evolutionary algorithms. Expert Syst. Appl. 38, 14208\u201314217 (2011)","journal-title":"Expert Syst. Appl."},{"key":"6_CR3","unstructured":"Bach, F., Ahipasaoglu, S.D., d\u2019Aspremont, A.: Convex relaxations for subset selection (2010). ArXiv 1006.3601"},{"key":"6_CR4","doi-asserted-by":"publisher","first-page":"79","DOI":"10.1257\/aer.91.1.79","volume":"91","author":"S Benartzi","year":"2001","unstructured":"Benartzi, S., Thaler, R.H.: Naive diversification strategies in defined contribution saving plans. Am. Econ. Rev. 91, 79\u201398 (2001)","journal-title":"Am. Econ. Rev."},{"key":"6_CR5","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1007\/s10589-007-9126-9","volume":"43","author":"D Bertsimas","year":"2009","unstructured":"Bertsimas, D., Shioda, R.: Algorithm for cardinality-constrained quadratic optimization. Comput. Optim. Appl. 43, 1\u201322 (2009)","journal-title":"Comput. Optim. Appl."},{"key":"6_CR6","first-page":"121","volume":"74","author":"D Bienstock","year":"1996","unstructured":"Bienstock, D.: Computational study of a family of mixed-integer quadratic programming problems. Math. Program. 74, 121\u2013140 (1996)","journal-title":"Math. Program."},{"key":"6_CR7","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511804441","volume-title":"Convex Optimization","author":"S Boyd","year":"2004","unstructured":"Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)"},{"key":"6_CR8","doi-asserted-by":"publisher","first-page":"12267","DOI":"10.1073\/pnas.0904287106","volume":"106","author":"J Brodie","year":"2009","unstructured":"Brodie, J., Daubechies, I., De Mol, C., Giannone, D., Loris, I.: Sparse and stable Markowitz portfolios. Proc. Natl. Acad. Sci. USA 106, 12267\u201312272 (2009)","journal-title":"Proc. Natl. Acad. Sci. USA"},{"key":"6_CR9","first-page":"37","volume":"72","author":"F Cesarone","year":"2009","unstructured":"Cesarone, F., Scozzari, A., Tardella, F.: Efficient algorithms for mean-variance portfolio optimization with hard real-world constraints. Giornale dell\u2019Istituto Italiano degli Attuari 72, 37\u201356 (2009)","journal-title":"Giornale dell\u2019Istituto Italiano degli Attuari"},{"key":"6_CR10","doi-asserted-by":"publisher","first-page":"213","DOI":"10.1007\/s10479-012-1165-7","volume":"205","author":"F Cesarone","year":"2013","unstructured":"Cesarone, F., Scozzari, A., Tardella, F.: A new method for mean-variance portfolio optimization with cardinality constraints. Ann. Oper. Res. 205, 213\u2013234 (2013)","journal-title":"Ann. Oper. Res."},{"key":"6_CR11","doi-asserted-by":"publisher","first-page":"1271","DOI":"10.1016\/S0305-0548(99)00074-X","volume":"27","author":"TJ Chang","year":"2000","unstructured":"Chang, T.J., Meade, N., Beasley, J.E., Sharaiha, Y.M.: Heuristics for cardinality constrained portfolio optimisation. Comput. Oper. Res. 27, 1271\u20131302 (2000)","journal-title":"Comput. Oper. Res."},{"key":"6_CR12","volume-title":"Optimizations Methods in Finance","author":"G Cornnuejols","year":"2007","unstructured":"Cornnuejols, G., T\u00fct\u00fcnc\u00fc, R.: Optimizations Methods in Finance. Cambridge University Press, Cambridge (2007)"},{"key":"6_CR13","doi-asserted-by":"publisher","first-page":"798","DOI":"10.1287\/mnsc.1080.0986","volume":"55","author":"V DeMiguel","year":"2009","unstructured":"DeMiguel, V., Garlappi, L., Nogales, F.J., Uppal, R.: A generalized approach to portfolio optimization: Improving performance by constrained portfolio norms. Manage. Sci. 55, 798\u2013812 (2009)","journal-title":"Manage. Sci."},{"key":"6_CR14","doi-asserted-by":"publisher","first-page":"1915","DOI":"10.1093\/rfs\/hhm075","volume":"22","author":"V DeMiguel","year":"2009","unstructured":"DeMiguel, V., Garlappi, L., Uppal, R.: Optimal versus naive diversification: How inefficient is the \n                  \n                    \n                  \n                  $$1\/{N}$$\n                  \n                    \n                      \n                        1\n                        \/\n                        N\n                      \n                    \n                  \n                 portfolio strategy? Rev. Financ. Stud. 22, 1915\u20131953 (2009)","journal-title":"Rev. Financ. Stud."},{"key":"6_CR15","series-title":"Lecture Notes in Computer Science","doi-asserted-by":"publisher","first-page":"788","DOI":"10.1007\/978-3-540-28651-6_117","volume-title":"Intelligent Data Engineering and Automated Learning \u2013 IDEAL 2004","author":"JE Fieldsend","year":"2004","unstructured":"Fieldsend, J.E., Matatko, J., Peng, M.: Cardinality constrained portfolio optimisation. In: Yang, Z.R., Yin, H., Everson, R.M. (eds.) IDEAL 2004. LNCS, vol. 3177, pp. 788\u2013793. Springer, Heidelberg (2004)"},{"key":"6_CR16","doi-asserted-by":"publisher","first-page":"1651","DOI":"10.1111\/1540-6261.00580","volume":"58","author":"R Jagannathan","year":"2003","unstructured":"Jagannathan, R., Ma, T.: Risk reduction in large portfolios: why imposing the wrong constraints hfelps. J. Finan. 58, 1651\u20131684 (2003)","journal-title":"J. Finan."},{"key":"6_CR17","unstructured":"Lin, D., Wang, S., Yan, H.: A multiobjective genetic algorithm for portfolio selection. Working paper. Institute of Systems Science, Academy of Mathematics and Systems Science Chinese Academy of Sciences, Beijing, China (2001)"},{"key":"6_CR18","doi-asserted-by":"publisher","first-page":"983","DOI":"10.1080\/10556788.2011.577773","volume":"27","author":"D Lorenzo Di","year":"2012","unstructured":"Di Lorenzo, D., Liuzzi, G., Rinaldi, F., Schoen, F., Sciandrome, M.: A concave optimization-based approach for sparse portfolio selection. Optim. Methods Softw. 27, 983\u20131000 (2012)","journal-title":"Optim. Methods Softw."},{"key":"6_CR19","first-page":"77","volume":"7","author":"HM Markowitz","year":"1952","unstructured":"Markowitz, H.M.: Portfolio selection. J. Finan. 7, 77\u201391 (1952)","journal-title":"J. Finan."},{"key":"6_CR20","series-title":"In: Cowles Foundation Monograph No 16","volume-title":"Portfolio Selection: Efficient Diversification of Investments","author":"HM Markowitz","year":"1959","unstructured":"Markowitz, H.M.: Portfolio Selection: Efficient Diversification of Investments. In: Cowles Foundation Monograph No 16. Wiley, New York (1959)"},{"key":"6_CR21","doi-asserted-by":"publisher","first-page":"31","DOI":"10.1137\/S0036144500376650","volume":"43","author":"MC Steinbach","year":"2001","unstructured":"Steinbach, M.C.: Markowitz revisited: mean-variance models in financial portfolio analysis. SIAM Rev. 43, 31\u201385 (2001)","journal-title":"SIAM Rev."},{"key":"6_CR22","unstructured":"IBM\n                  \n                    \n                  \n                  $$^{\\rm TM}$$\n                  \n                    \n                      \n                        \n                        TM\n                      \n                    \n                  \n                . IBM ILOG CPLEX\n                  \n                    \n                  \n                  $$^{\\textregistered }$$\n                  \n                    \n                      \n                        \n                        \u00ae"},{"key":"6_CR23","unstructured":"IBM\n                  \n                    \n                  \n                  $$^{\\rm TM}$$\n                  \n                    \n                      \n                        \n                        TM\n                      \n                    \n                  \n                . IBM SPSS Statistics\n                  \n                    \n                  \n                  $$^{\\textregistered }$$\n                  \n                    \n                      \n                        \n                        \u00ae"},{"key":"6_CR24","unstructured":"The MathWorks\n                  \n                    \n                  \n                  $$^{\\rm TM}$$\n                  \n                    \n                      \n                        \n                        TM\n                      \n                    \n                  \n                . MATLAB\n                  \n                    \n                  \n                  $$^{\\textregistered }$$\n                  \n                    \n                      \n                        \n                        \u00ae"},{"key":"6_CR25","doi-asserted-by":"publisher","first-page":"438","DOI":"10.1287\/ijoc.1070.0256","volume":"20","author":"JP Vielma","year":"2008","unstructured":"Vielma, J.P., Ahmed, S., Nemhauser, G.L.: A lifted linear programming branch-and-bound algorithm for mixed-integer conic quadratic programs. INFORMS J. Comput. 20, 438\u2013450 (2008)","journal-title":"INFORMS J. Comput."},{"key":"6_CR26","doi-asserted-by":"publisher","first-page":"538","DOI":"10.1016\/j.ejor.2011.03.030","volume":"213","author":"M Woodside-Oriakhi","year":"2011","unstructured":"Woodside-Oriakhi, M., Lucas, C., Beasley, J.E.: Heuristic algorithms for the cardinality constrained efficient frontier. Eur. J. Oper. Res. 213, 538\u2013550 (2011)","journal-title":"Eur. J. Oper. Res."}],"container-title":["IFIP Advances in Information and Communication Technology","System Modeling and Optimization"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-662-45504-3_6","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,28]],"date-time":"2019-05-28T17:32:12Z","timestamp":1559064732000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-662-45504-3_6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2014]]},"ISBN":["9783662455036","9783662455043"],"references-count":26,"URL":"https:\/\/doi.org\/10.1007\/978-3-662-45504-3_6","relation":{},"ISSN":["1868-4238","1868-422X"],"issn-type":[{"value":"1868-4238","type":"print"},{"value":"1868-422X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2014]]}}}