Optimal Portfolio Management for Engineering Problems Using Nonconvex Cardinality Constraint: A Computing Perspective

Ameer Hamza Khan, Xinwei Cao, Vasilios N. Katsikis, Predrag S. Stanimirovic, Ivona Brajevic, Shuai Li 0002, Seifedine Kadry, Yunyoung Nam. Optimal Portfolio Management for Engineering Problems Using Nonconvex Cardinality Constraint: A Computing Perspective. IEEE Access, 8:57437-57450, 2020. [doi]

@article{KhanCKSBLKN20,
  title = {Optimal Portfolio Management for Engineering Problems Using Nonconvex Cardinality Constraint: A Computing Perspective},
  author = {Ameer Hamza Khan and Xinwei Cao and Vasilios N. Katsikis and Predrag S. Stanimirovic and Ivona Brajevic and Shuai Li 0002 and Seifedine Kadry and Yunyoung Nam},
  year = {2020},
  doi = {10.1109/ACCESS.2020.2982195},
  url = {https://doi.org/10.1109/ACCESS.2020.2982195},
  researchr = {https://researchr.org/publication/KhanCKSBLKN20},
  cites = {0},
  citedby = {0},
  journal = {IEEE Access},
  volume = {8},
  pages = {57437-57450},
}