Robust optimization framework for cardinality constrained portfolio problem

Seyed Jafar Sadjadi, Mohsen Gharakhani, Ehram Safari. Robust optimization framework for cardinality constrained portfolio problem. Appl. Soft Comput., 12(1):91-99, 2012. [doi]

@article{SadjadiGS12,
  title = {Robust optimization framework for cardinality constrained portfolio problem},
  author = {Seyed Jafar Sadjadi and Mohsen Gharakhani and Ehram Safari},
  year = {2012},
  doi = {10.1016/j.asoc.2011.09.006},
  url = {http://dx.doi.org/10.1016/j.asoc.2011.09.006},
  researchr = {https://researchr.org/publication/SadjadiGS12},
  cites = {0},
  citedby = {0},
  journal = {Appl. Soft Comput.},
  volume = {12},
  number = {1},
  pages = {91-99},
}