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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