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"Enhancing an existing algorithm for small-cardinality constrained ..."

Nathan Phelps, Adam Metzler (2024)

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DOI: 10.1080/01605682.2023.2224823

access: open

type: Journal Article

metadata version: 2024-06-08

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Nathan Phelps, Adam Metzler:
Enhancing an existing algorithm for small-cardinality constrained portfolio optimisation. J. Oper. Res. Soc. 75(5): 967-981 (2024)

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