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"Projected gradient descent method for cardinality-constrained portfolio ..."
Xiao-Peng Li et al. (2024)
- Xiao-Peng Li
, Zhang-Lei Shi, Chi-Sing Leung, Hing Cheung So:
Projected gradient descent method for cardinality-constrained portfolio optimization. J. Frankl. Inst. 361(18): 107267 (2024)
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