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

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
id sg-nus-scholar.10635-158378
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spelling sg-nus-scholar.10635-1583782019-09-17T07:13:58Z An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization Tao Jiang Shuo Wang Ruochen Zhang Lang Qin Jinglian Wu|Delin Wang Selin ahipasaoglu NUS Business School 10.1080/0013791X.2019.1636169 The Engineering Economist 64 3 289-297 2019-09-11T09:34:05Z 2019-09-11T09:34:05Z 2019-07-19 Others Tao Jiang, Shuo Wang, Ruochen Zhang, Lang Qin, Jinglian Wu|Delin Wang, Selin ahipasaoglu (2019-07-19). An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization. The Engineering Economist 64 (3) : 289-297. ScholarBank@NUS Repository. https://doi.org/10.1080/0013791X.2019.1636169 0013-791X https://scholarbank.nus.edu.sg/handle/10635/158378 Taylor & Francis Taylor & Francis
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
description 10.1080/0013791X.2019.1636169
author2 NUS Business School
author_facet NUS Business School
Tao Jiang
Shuo Wang
Ruochen Zhang
Lang Qin
Jinglian Wu|Delin Wang
Selin ahipasaoglu
format Others
author Tao Jiang
Shuo Wang
Ruochen Zhang
Lang Qin
Jinglian Wu|Delin Wang
Selin ahipasaoglu
spellingShingle Tao Jiang
Shuo Wang
Ruochen Zhang
Lang Qin
Jinglian Wu|Delin Wang
Selin ahipasaoglu
An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization
author_sort Tao Jiang
title An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization
title_short An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization
title_full An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization
title_fullStr An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization
title_full_unstemmed An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization
title_sort inexact l2-norm penalty method for cardinality constrained portfolio optimization
publisher Taylor & Francis
publishDate 2019
url https://scholarbank.nus.edu.sg/handle/10635/158378
_version_ 1681099781110235136

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