"An efficient Lagrange-Newton algorithm for long-only cardinality ..."

Yingxiao Wang, Lingchen Kong, Houduo Qi (2025)

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DOI: 10.1016/J.CAM.2024.116453

access: closed

type: Journal Article

metadata version: 2025-01-29

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Yingxiao Wang, Lingchen Kong, Houduo Qi:
An efficient Lagrange-Newton algorithm for long-only cardinality constrained portfolio selection on real data sets. J. Comput. Appl. Math. 461: 116453 (2025)

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