An iterative method for finding the efficient frontier for a cardinality constrained portfolio assets selection

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https://hal-imt.archives-ouvertes.fr/hal-01556309
Contributor : Madani Bezoui <>
Submitted on : Tuesday, July 4, 2017 - 11:44:46 PM
Last modification on : Wednesday, July 5, 2017 - 1:05:24 AM

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Madani Bezoui, Moulaï Mustapha. An iterative method for finding the efficient frontier for a cardinality constrained portfolio assets selection. The 23rd International Conference on Multiple Criteria Decision Making MCDM , Aug 2015, Hambourg, Germany. ⟨hal-01556309⟩

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