Journal of Industrial and Management Optimization (JIMO)

Sparse Markowitz portfolio selection by using stochastic linear complementarity approach
Page number are going to be assigned later 2017

doi:10.3934/jimo.2017059      Abstract        References        Full text (470.9K)      

Qiyu Wang - Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong, China (email)
Hailin Sun - School of Economics and Management, Nanjing University of Science and Technology, Nanjing, 210094, China (email)

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