"Equity portfolio management with cardinality constraints and risk parity ..."

Massimiliano Kaucic (2019)

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DOI: 10.1016/J.COR.2019.05.014

access: closed

type: Journal Article

metadata version: 2020-02-18

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Massimiliano Kaucic:
Equity portfolio management with cardinality constraints and risk parity control using multi-objective particle swarm optimization. Comput. Oper. Res. 109: 300-316 (2019)

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