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Result: A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint

Title:

A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint

Authors:

Xu, Zhijun, Zhou, Jing^{Aff1, IDs10589023004529_cor2}

Source:

Computational Optimization and Applications: An International Journal. 85(1):247-261

Database:

Springer Nature Journals

Links