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A Globally Optimal Portfolio for m-Sparse Sharpe Ratio Maximization

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lin, Yizun, Lai, Zhao-Rong, Li, Cheng
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control 90C26, 90C32, 65K05
Online Access:	Acceder al recurso
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