Skip to Main content Skip to Navigation
Journal articles

Long-Short Portfolio Optimization Under Cardinality Constraints by Difference of Convex Functions Algorithm

Document type :
Journal articles
Complete list of metadata

https://hal.univ-lorraine.fr/hal-01636672
Contributor : Hoai An Le Thi <>
Submitted on : Thursday, November 16, 2017 - 7:07:53 PM
Last modification on : Wednesday, May 26, 2021 - 7:42:03 PM

Identifiers

Collections

Citation

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, Springer Verlag, 2014, 161 (1), pp.199 - 224. ⟨10.1007/s10957-012-0197-0⟩. ⟨hal-01636672⟩

Share

Metrics

Record views

120