Computing Cardinality Constrained Portfolio Selection Efficient Frontiers via Closest Correlation Matrices

Article

Steuer, Ralph E., Qi, Yue and Wimmer, Maximilian (2023) Computing Cardinality Constrained Portfolio Selection Efficient Frontiers via Closest Correlation Matrices. European Journal of Operational Research. (In Press)

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Involved Institutions

• Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)

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Details

Item type	Article
Journal or Publication Title	European Journal of Operational Research
Publisher	Elsevier
Date	20 August 2023
Date of publication	22 Aug 2023 05:15
Institutions	Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner)
Identification Number	Value Type 10.1016/j.ejor.2023.08.026 DOI
Related URLs	URL URL Type https://doi.org/10.1016/j.ejor.2023.08.026 Publisher
Dewey Decimal Classification	300 Social sciences > 330 Economics
Status	In Press
Refereed	Yes, this version has been refereed
Created at the University of Regensburg	Partially
Item ID	54607

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