Qi An

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

1

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71

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0

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
Xiamen University, North Carolina State University and affiliation not provided to SSRN
Downloads 71 (706,770)

Abstract:

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Integer programming; Portfolio selection; Cardinality constrained optimization; Metaheuristics