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"A Relaxed Optimization Approach for Cardinality-Constrained Portfolios."

Jize Zhang, Tim Leung, Aleksandr Y. Aravkin (2019)

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DOI: 10.23919/ECC.2019.8796164

access: closed

type: Conference or Workshop Paper

metadata version: 2020-03-27

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  dblp key:
  - conf/eucc/ZhangLA19
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  - https://dblp.org/rec/conf/eucc/ZhangLA19
Jize Zhang, Tim Leung, Aleksandr Y. Aravkin:
A Relaxed Optimization Approach for Cardinality-Constrained Portfolios. ECC 2019: 2885-2892

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