Francesco Cesarone, Andrea Scozzari, Fabio Tardella. A new method for mean-variance portfolio optimization with cardinality constraints. Annals OR, 205(1):213-234, 2013. [doi]
@article{CesaroneST13,
title = {A new method for mean-variance portfolio optimization with cardinality constraints},
author = {Francesco Cesarone and Andrea Scozzari and Fabio Tardella},
year = {2013},
doi = {10.1007/s10479-012-1165-7},
url = {http://dx.doi.org/10.1007/s10479-012-1165-7},
researchr = {https://researchr.org/publication/CesaroneST13},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {205},
number = {1},
pages = {213-234},
}