Jun Wang

The Chinese University of Hong Kong (CUHK) - Faculty of Engineering

Shatin, New Territories

Hong Kong

http://www2.acae.cuhk.edu.hk/~jwang/

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Optimal Lot Solution to Cardinality Constrained Meanvariance Formulation for Portfolio Selection

Mathematical Finance, Vol. 16, No. 1, pp. 83-101, January 2006
Number of pages: 19 Posted: 21 Jun 2006
Duan Li, Xiaoling Sun and Jun Wang
The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management, Shanghai University - Department of Mathematics and The Chinese University of Hong Kong (CUHK) - Faculty of Engineering
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