An inexact l2-norm penalty method for cardinality constrained portfolio optimization
Tao Jiang, Shuo Wang, Ruochen Zhang, Lang Qin, Jinglian Wu, Delin Wang, and Selin D. Ahipasaoglu
| Alternative title: | An inexact l 2-norm penalty method for cardinality constrained portfolio optimization |
|---|---|
| Year of publication: |
2019
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| Authors: | Jiang, Tao ; Wang, Shuo ; Zhang, Ruochen ; Qin, Lang ; Wu, Jinglian ; Wang, Delin ; Ahipasaoglu, Selin D. |
| Published in: |
The engineering economist : a journal devoted to the problems of capital investment. - Philadelphia, Pa. : Taylor & Francis, ISSN 1547-2701, ZDB-ID 2066279-8. - Vol. 64.2019, 3, p. 289-297
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Im Titel ist "2" tiefgestellt |
| Other identifiers: | 10.1080/0013791X.2019.1636169 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012195811