Long-Short Portfolio Optimization Under Cardinality Constraints by Difference of Convex Functions Algorithm - Université de Lorraine Access content directly
Journal Articles Journal of Optimization Theory and Applications Year : 2014
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hal-01636672 , version 1 (16-11-2017)

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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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