A Relaxed Optimization Approach for Cardinality-Constrained Portfolios

Jize Zhang, Tim Leung, Aleksandr Aravkin. A Relaxed Optimization Approach for Cardinality-Constrained Portfolios. In 18th European Control Conference, ECC 2019, Naples, Italy, June 25-28, 2019. pages 2885-2892, IEEE, 2019. [doi]

Abstract

Abstract is missing.