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⟩