"A concave optimization-based approach for sparse portfolio selection."

David Di Lorenzo et al. (2012)

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DOI: 10.1080/10556788.2011.577773

access: closed

type: Journal Article

metadata version: 2020-09-24

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David Di Lorenzo, Giampaolo Liuzzi, Francesco Rinaldi, Fabio Schoen, Marco Sciandrone:
A concave optimization-based approach for sparse portfolio selection. Optim. Methods Softw. 27(6): 983-1000 (2012)

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