Journal Articles
Journal of Optimization Theory and Applications
Year : 2014
Hoai An Le Thi : Connect in order to contact the contributor
https://hal.univ-lorraine.fr/hal-01636672
Submitted on : Thursday, November 16, 2017-7:07:53 PM
Last modification on : Wednesday, May 26, 2021-7:42:03 PM
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Hoai An Le Thi, Mahdi Moeini. Long-Short Portfolio Optimization Under Cardinality Constraints by Difference of Convex Functions Algorithm. Journal of Optimization Theory and Applications, 2014, 161 (1), pp.199 - 224. ⟨10.1007/s10957-012-0197-0⟩. ⟨hal-01636672⟩
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