OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN–VARIANCE FORMULATION FOR PORTFOLIO SELECTION
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Publication:5472778
DOI10.1111/j.1467-9965.2006.00262.xzbMath1128.91028OpenAlexW2068360796WikidataQ57445499 ScholiaQ57445499MaRDI QIDQ5472778
Xiaoling Sun, Li, Duan, Jun Wang
Publication date: 12 June 2006
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2006.00262.x
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