"An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization" Published in The Engineering Economist – Engineering Systems and Design (ESD)
"An Inexact l2-norm Penalty Method for Cardinality Constrained Portfolio Optimization" Published in The Engineering Economist – Engineering Systems and Design (ESD)
ESD
DATE
23 Jul 2019
Descriptions
An undergraduate research paper on “An inexact l2-norm penalty method for cardinality constrained portfolio optimization” by was recently published in The Engineering Economist. The paper was jointly written by ESD Alumni Wang Shuo, Qin Lang, Wang Delin and Jiang Tao; ISTD Alumni Zhang Ruochen and Wu Jinglian; and Prof. Selin Damla Ahipasaoglu.
The paper can be found by following the link below:
https://www.tandfonline.com/doi/full/10.1080/0013791X.2019.1636169