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End-to-end, decision-based, cardinality-constrained portfolio optimization
Anis, Hassan T.; Kwon, Roy H. - In: European journal of operational research : EJOR 320 (2025) 3, pp. 739-753
Persistent link: https://www.econbiz.de/10015085370
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Cardinality-constrained risk parity portfolios
Anis, Hassan T.; Kwon, Roy H. - In: European journal of operational research : EJOR 302 (2022) 1, pp. 392-402
Persistent link: https://www.econbiz.de/10013269764