C. A. Valle, Nigel Meade, John E. Beasley. Market neutral portfolios. Optimization Letters, 8(7):1961-1984, 2014. [doi]
@article{ValleMB14,
title = {Market neutral portfolios},
author = {C. A. Valle and Nigel Meade and John E. Beasley},
year = {2014},
doi = {10.1007/s11590-013-0714-6},
url = {http://dx.doi.org/10.1007/s11590-013-0714-6},
researchr = {https://researchr.org/publication/ValleMB14},
cites = {0},
citedby = {0},
journal = {Optimization Letters},
volume = {8},
number = {7},
pages = {1961-1984},
}