An exact algorithm for small-cardinality constrained portfolio optimisation

David I. Graham, Matthew J. Craven^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

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Original language	English
Pages (from-to)	1-17
Number of pages	0
Journal	Journal of the Operational Research Society
Volume	0
Issue number	0
DOIs	https://doi.org/10.1080/01605682.2020.1718019
Publication status	E-pub ahead of print - 13 Feb 2020

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