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 |
| Appears in Collections: | Students Publications |
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