A new method for mean-variance portfolio optimization with cardinality constraints
Cesarone, Francesco, Scozzari, Andrea, Tardella, FabioVolume:
205
Language:
english
Pages:
22
Journal:
Annals of Operations Research
DOI:
10.1007/s10479-012-1165-7
Date:
May, 2013
File:
PDF, 915 KB
english, 2013