Guijarro, F. (2018). A similarity measure for the cardinality constrained frontier in the mean-variance optimization model. Journal of the Operational Research Society. 69(6):928-945. doi:10.1057/s41274-017-0276-6
Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/107467
Title: | A similarity measure for the cardinality constrained frontier in the mean-variance optimization model | |||
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[EN] This paper proposes a new measure to find the cardinality constrained frontier in the meanvariance portfolio optimization problem. In previous research, assets belonging to the cardinality constrained portfolio change ...[+]
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Publisher version: | http://doi.org/10.1057/s41274-017-0276-6 | |||
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