A new global algorithm for factor-risk-constrained mean-variance portfolio selection
Crossref DOI link: https://doi.org/10.1007/s10898-022-01218-z
Published Online: 2022-08-10
Published Print: 2023-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wu, Huixian
Luo, Hezhi
Zhang, Xianye
Liu, Jianzhen
Text and Data Mining valid from 2022-08-10
Version of Record valid from 2022-08-10
Article History
Received: 20 August 2021
Accepted: 23 July 2022
First Online: 10 August 2022