Equally weighted cardinality constrained portfolio selection via factor models
Crossref DOI link: https://doi.org/10.1007/s11590-020-01571-6
Published Online: 2020-03-17
Published Print: 2020-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Monge, Juan F.
Text and Data Mining valid from 2020-03-17
Version of Record valid from 2020-03-17
Article History
Received: 13 March 2019
Accepted: 12 March 2020
First Online: 17 March 2020