Please use this identifier to cite or link to this item: https://doi.org/10.1080/0013791X.2019.1636169
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dc.titleAn Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization
dc.contributor.authorTao Jiang
dc.contributor.authorShuo Wang
dc.contributor.authorRuochen Zhang
dc.contributor.authorLang Qin
dc.contributor.authorJinglian Wu|Delin Wang
dc.contributor.authorSelin ahipasaoglu
dc.date.accessioned2019-09-11T09:34:05Z
dc.date.available2019-09-11T09:34:05Z
dc.date.issued2019-07-19
dc.identifier.citationTao 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
dc.identifier.issn0013-791X
dc.identifier.urihttps://scholarbank.nus.edu.sg/handle/10635/158378
dc.publisherTaylor & Francis
dc.sourceTaylor & Francis
dc.typeOthers
dc.contributor.departmentNUS Business School
dc.description.doi10.1080/0013791X.2019.1636169
dc.description.sourcetitleThe Engineering Economist
dc.description.volume64
dc.description.issue3
dc.description.page289-297
dc.published.statePublished
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