Shan Jiang

Xiamen University

Xiamen, 361005

China

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

A Sparsity-Driven Solution Method for the Cardinality Constrained Mean-Variance Portfolio Selection Problem

Number of pages: 36 Posted: 30 Jun 2023
Shan Jiang, Shu-Cherng Fang and Qi An
Xiamen University, North Carolina State University and affiliation not provided to SSRN
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Abstract:

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Integer programming; Portfolio selection; Cardinality constrained optimization; Metaheuristics