A concave optimization-based approach for sparse portfolio selection
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Publication:2905343
DOI10.1080/10556788.2011.577773zbMath1250.90070OpenAlexW1989288646MaRDI QIDQ2905343
D. Di Lorenzo, Fabio Schoen, Francesco Rinaldi, Giampaolo Liuzzi, Marco Sciandrone
Publication date: 27 August 2012
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2158/571106
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Cites Work
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