An inexact l 2 -norm penalty method for cardinality constrained portfolio optimization
Jiang, Tao, Wang, Shuo, Zhang, Ruochen, Qin, Lang, Wu, Jinglian, Wang, Delin, Ahipasaoglu, Selin D.
Published in The Engineering economist (03.07.2019)
Published in The Engineering economist (03.07.2019)
Get full text
Journal Article