Solving cardinality constrained mean-variance portfolio problems via MILP
Crossref DOI link: https://doi.org/10.1007/s10479-017-2447-x
Published Online: 2017-03-02
Published Print: 2017-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dehghan Hardoroudi, Nasim
Keshvari, Abolfazl
Kallio, Markku
Korhonen, Pekka
Funding for this research was provided by:
Jenny ja Antti Wihurin Rahasto
License valid from 2017-03-02