Guohua Chen, Xiaolian Liao, Shouyang Wang. A cutting plane algorithm for MV portfolio selection model. Applied Mathematics and Computation, 215(4):1456-1462, 2009. [doi]
@article{ChenLW09a,
title = {A cutting plane algorithm for MV portfolio selection model},
author = {Guohua Chen and Xiaolian Liao and Shouyang Wang},
year = {2009},
doi = {10.1016/j.amc.2009.06.040},
url = {http://dx.doi.org/10.1016/j.amc.2009.06.040},
researchr = {https://researchr.org/publication/ChenLW09a},
cites = {0},
citedby = {0},
journal = {Applied Mathematics and Computation},
volume = {215},
number = {4},
pages = {1456-1462},
}