Lagrangian relaxation procedure for cardinality-constrained portfolio optimization
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Publication:3514845
DOI10.1080/10556780701722542zbMath1162.90531OpenAlexW2063004221MaRDI QIDQ3514845
Shucheng Liu, L. Kopman, Dong X. Shaw
Publication date: 23 July 2008
Published in: Optimization Methods and Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780701722542
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