Yue Teng, Li Yang, Bo Yu, Xiaoliang Song. A penalty PALM method for sparse portfolio selection problems. Optimization Methods and Software, 32(1):126-147, 2017. [doi]
@article{TengYYS17,
title = {A penalty PALM method for sparse portfolio selection problems},
author = {Yue Teng and Li Yang and Bo Yu and Xiaoliang Song},
year = {2017},
doi = {10.1080/10556788.2016.1204299},
url = {http://dx.doi.org/10.1080/10556788.2016.1204299},
researchr = {https://researchr.org/publication/TengYYS17},
cites = {0},
citedby = {0},
journal = {Optimization Methods and Software},
volume = {32},
number = {1},
pages = {126-147},
}