"A comparison of risk measures for portfolio optimization with cardinality ..."

Henrique Pinto Ramos et al. (2023)

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DOI: 10.1016/J.ESWA.2023.120412

access: closed

type: Journal Article

metadata version: 2023-07-07

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Henrique Pinto Ramos, Marcelo Brutti Righi, Pablo Cristini Guedes, Fernanda Maria Müller:
A comparison of risk measures for portfolio optimization with cardinality constraints. Expert Syst. Appl. 228: 120412 (2023)

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