{"title":"A comparison of risk measures for portfolio optimization with cardinality constraints","authors":"H. Ramos, M. Righi, P. C. Guedes, F. Müller","doi":"10.2139/ssrn.4141301","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":12115,"journal":{"name":"Expert Syst. Appl.","volume":"126 1","pages":"120412"},"PeriodicalIF":0.0000,"publicationDate":"2023-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"3","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Expert Syst. Appl.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.4141301","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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