An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization
10.1080/0013791X.2019.1636169
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| Main Authors: | , , , , , |
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| 格式: | Others |
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Taylor & Francis
2019
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| 在線閱讀: | https://scholarbank.nus.edu.sg/handle/10635/158378 |
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