Concentrated portfolio selection models based on historical data
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Publication:6574663
DOI10.1002/ASMB.2066MaRDI QIDQ6574663FDOQ6574663
Authors: Zhiping Chen, Zongxin Li, Li Yuan Wang 
Publication date: 18 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
portfolio selectionhistorical datanonconvex quadratic programsgreedy matrixtransaction cost constraints
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- Title not available (Why is that?)
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