"Long-Short Portfolio Optimization Under Cardinality Constraints by ..."

Hoai An Le Thi, Mahdi Moeini (2014)

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DOI: 10.1007/S10957-012-0197-0

access: closed

type: Journal Article

metadata version: 2021-04-09

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Hoai An Le Thi, Mahdi Moeini:
Long-Short Portfolio Optimization Under Cardinality Constraints by Difference of Convex Functions Algorithm. J. Optim. Theory Appl. 161(1): 199-224 (2014)

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