OPTIMAL LOT SOLUTION TO CARDINALITY CONSTRAINED MEAN-VARIANCE FORMULATION FOR PORTFOLIO SELECTION
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2006.00262.x/fullpdf
Reference34 articles.
1. Optimal rules for ordering uncertain prospects
2. Heuristics for cardinality constrained portfolio optimisation
3. Semi-Absolute Deviation Rule for Mutual Funds Portfolio Selection
4. Simulated annealing for complex portfolio selection problems
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