Juan F. Monge. Equally weighted cardinality constrained portfolio selection via factor models. Optimization Letters, 14(8):2515-2538, 2020. [doi]
@article{Monge20,
title = {Equally weighted cardinality constrained portfolio selection via factor models},
author = {Juan F. Monge},
year = {2020},
doi = {10.1007/s11590-020-01571-6},
url = {https://doi.org/10.1007/s11590-020-01571-6},
researchr = {https://researchr.org/publication/Monge20},
cites = {0},
citedby = {0},
journal = {Optimization Letters},
volume = {14},
number = {8},
pages = {2515-2538},
}