"Sparse portfolio rebalancing model based on inverse optimization."

Meihua Wang, Fengmin Xu, Guan Wang (2014)

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DOI: 10.1080/10556788.2012.700309

access: closed

type: Journal Article

metadata version: 2020-09-24

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Meihua Wang, Fengmin Xu, Guan Wang:
Sparse portfolio rebalancing model based on inverse optimization. Optim. Methods Softw. 29(2): 297-309 (2014)

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