"Expected mean return - standard deviation efficient frontier approximation ..."

Przemyslaw Juszczuk et al. (2023)

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DOI: 10.1111/ITOR.13121

access: closed

type: Journal Article

metadata version: 2023-06-02

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Przemyslaw Juszczuk, Ignacy Kaliszewski, Janusz Miroforidis, Dmitry Podkopaev:
Expected mean return - standard deviation efficient frontier approximation with low-cardinality portfolios in the presence of the risk-free asset. Int. Trans. Oper. Res. 30(5): 2395-2414 (2023)

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