Solving cardinality constrained mean-variance portfolio problems via MILP

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Publication:2400005

DOI10.1007/s10479-017-2447-xzbMath1406.91407OpenAlexW2592957206MaRDI QIDQ2400005

Abolfazl Keshvari, Markku Kallio, Pekka J. Korhonen, Nasim Dehghan Hardoroudi

Publication date: 25 August 2017

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-017-2447-x




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