Cardinality Constrained Portfolio Optimisation

Jonathan E. Fieldsend, John Matatko, Ming Peng. Cardinality Constrained Portfolio Optimisation. In Zheng Rong Yang, Richard M. Everson, Hujun Yin, editors, Intelligent Data Engineering and Automated Learning - IDEAL 2004, 5th International Conference, Exeter, UK, August 25-27, 2004, Proceedings. Volume 3177 of Lecture Notes in Computer Science, pages 788-793, Springer, 2004. [doi]

Authors

Jonathan E. Fieldsend

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John Matatko

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Ming Peng

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