Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
出版年份 2023 全文链接
标题
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
作者
关键词
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出版物
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume -, Issue -, Pages -
出版商
Elsevier BV
发表日期
2023-08-21
DOI
10.1016/j.ejor.2023.08.026
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