A Sparsity-Driven Solution Method for the Cardinality Constrained Mean-Variance Portfolio Selection Problem
Year of publication: |
[2023]
|
---|---|
Authors: | Jiang, Shan ; Fang, Shu-Cherng ; An, Qi |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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