Sparse portfolio rebalancing model based on inverse optimization
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Publication:5746700
DOI10.1080/10556788.2012.700309zbMath1285.90069OpenAlexW2055959038MaRDI QIDQ5746700
Guan Wang, Meihua Wang, Feng-Min Xu
Publication date: 7 February 2014
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556788.2012.700309
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