An Efficient Global Optimal Method for Cardinality Constrained Portfolio Optimization

Wei Xu, Jie Tang, Ka Fai Cedric Yiu, Jian Wen Peng

Research output: Journal article publicationJournal articleAcademic researchpeer-review

2 Citations (Scopus)

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Keyphrases

Mathematics

Computer Science

Economics, Econometrics and Finance