An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization

10.1080/0013791X.2019.1636169

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Bibliographic Details
Main Authors:	Tao Jiang, Shuo Wang, Ruochen Zhang, Lang Qin, Jinglian Wu\|Delin Wang, Selin ahipasaoglu
Other Authors:	NUS Business School
Format:	Others
Published:	Taylor & Francis 2019
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/158378
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Institution:	National University of Singapore

Description
Summary:	10.1080/0013791X.2019.1636169

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