"Cardinality constrained multi-period mean-variance portfolio optimization ..."

Tongyao Wang et al. (2026)

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DOI: 10.1016/J.AUTOMATICA.2025.112669

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type: Journal Article

metadata version: 2025-11-23

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Tongyao Wang, Chengneng Jin, Weiping Wu, Jianjun Gao:
Cardinality constrained multi-period mean-variance portfolio optimization with regime-switching parameters. Autom. 183: 112669 (2026)

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