On the role of norm constraints in portfolio selection

Jun-ya Gotoh, Akiko Takeda. On the role of norm constraints in portfolio selection. Comput. Manag. Science, 8(4):323, 2011. [doi]

@article{GotohT11,
  title = {On the role of norm constraints in portfolio selection},
  author = {Jun-ya Gotoh and Akiko Takeda},
  year = {2011},
  doi = {10.1007/s10287-011-0130-2},
  url = {https://doi.org/10.1007/s10287-011-0130-2},
  researchr = {https://researchr.org/publication/GotohT11},
  cites = {0},
  citedby = {0},
  journal = {Comput. Manag. Science},
  volume = {8},
  number = {4},
  pages = {323},
}