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"A new method for mean-variance portfolio optimization with cardinality ..."

Francesco Cesarone, Andrea Scozzari, Fabio Tardella (2013)

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DOI: 10.1007/S10479-012-1165-7

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - journals/anor/CesaroneST13
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  - https://dblp.org/rec/journals/anor/CesaroneST13
Francesco Cesarone, Andrea Scozzari, Fabio Tardella:
A new method for mean-variance portfolio optimization with cardinality constraints. Ann. Oper. Res. 205(1): 213-234 (2013)

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