On the use of optimization models for portfolio selection: A review and some computational results
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Cited in
(34)- l₁-regularization for multi-period portfolio selection
- Robust min-max portfolio strategies for rival forecast and risk scenarios
- Asset portfolio optimization using support vector machines and real-coded genetic algorithm
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- Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
- First-order algorithms for a class of fractional optimization problems
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