Rosella Castellano, Roy Cerqueti. Mean-Variance portfolio selection in presence of infrequently traded stocks. European Journal of Operational Research, 234(2):442-449, 2014. [doi]
@article{CastellanoC14,
title = {Mean-Variance portfolio selection in presence of infrequently traded stocks},
author = {Rosella Castellano and Roy Cerqueti},
year = {2014},
doi = {10.1016/j.ejor.2013.04.024},
url = {http://dx.doi.org/10.1016/j.ejor.2013.04.024},
researchr = {https://researchr.org/publication/CastellanoC14},
cites = {0},
citedby = {0},
journal = {European Journal of Operational Research},
volume = {234},
number = {2},
pages = {442-449},
}