Equally weighted cardinality constrained portfolio selection via factor models
نویسندگان
چکیده
منابع مشابه
Cardinality Constrained Portfolio Optimisation
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ژورنال
عنوان ژورنال: Optimization Letters
سال: 2020
ISSN: 1862-4472,1862-4480
DOI: 10.1007/s11590-020-01571-6