TARU PUBLICATIONS
Author

Rupaj Kumar Nayak

Department of Mathematics International Institute of Information Technology Bhubaneswar, Bhubaneswar, Odisha, 751003, India

ORCID 0000-0002-4163-4275
Published papers
1
Citations
0
Views
21
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3

Publications

1 paper
Open Access Research Article·pp. 1–20·Online FirstMay 2026

A tight semidefinite relaxation for portfolio optimization problem with cardinality constraint

Nirakar Sahoo, Rupaj Kumar Nayak

Published Online: 13 May 2026DOI: 10.47974/JIOS-1841

In this paper: We consider the use of mean-variance (MV) portfolio optimization for investors with the risk preference parameter and some real-life trading constraints, such as the cardinality constraint. For the se...

AbstractReferencesFull Text PDF (906 KB)Views: 21Downloads: 3Citations: 0