Please use this identifier to cite or link to this item: https://doi.org/10.1080/0013791X.2019.1636169
Title: An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization
Authors: Tao Jiang
Shuo Wang
Ruochen Zhang
Lang Qin
Jinglian Wu|Delin Wang
Selin ahipasaoglu
Issue Date: 19-Jul-2019
Publisher: Taylor & Francis
Citation: Tao Jiang, Shuo Wang, Ruochen Zhang, Lang Qin, Jinglian Wu|Delin Wang, Selin ahipasaoglu (2019-07-19). An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization. The Engineering Economist 64 (3) : 289-297. ScholarBank@NUS Repository. https://doi.org/10.1080/0013791X.2019.1636169
Source Title: The Engineering Economist
URI: https://scholarbank.nus.edu.sg/handle/10635/158378
ISSN: 0013-791X
DOI: 10.1080/0013791X.2019.1636169
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