BibTeX record journals/itor/MousaviS23

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@article{DBLP:journals/itor/MousaviS23,
  author       = {Ahmad Mousavi and
                  Jinglai Shen},
  title        = {A penalty decomposition algorithm with greedy improvement for mean-reverting
                  portfolios with sparsity and volatility constraints},
  journal      = {Int. Trans. Oper. Res.},
  volume       = {30},
  number       = {5},
  pages        = {2415--2435},
  year         = {2023},
  url          = {https://doi.org/10.1111/itor.13123},
  doi          = {10.1111/ITOR.13123},
  timestamp    = {Fri, 02 Jun 2023 21:22:49 +0200},
  biburl       = {https://dblp.org/rec/journals/itor/MousaviS23.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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