Cite
An Efficient Global Optimal Method for Cardinality Constrained Portfolio Optimization.
MLA
Xu, Wei, et al. “An Efficient Global Optimal Method for Cardinality Constrained Portfolio Optimization.” INFORMS Journal on Computing, vol. 36, no. 2, Mar. 2024, pp. 690–704. EBSCOhost, https://doi.org/10.1287/ijoc.2022.0344.
APA
Xu, W., Tang, J., Yiu, K. F. C., & Peng, J. W. (2024). An Efficient Global Optimal Method for Cardinality Constrained Portfolio Optimization. INFORMS Journal on Computing, 36(2), 690–704. https://doi.org/10.1287/ijoc.2022.0344
Chicago
Xu, Wei, Jie Tang, Ka Fai Cedric Yiu, and Jian Wen Peng. 2024. “An Efficient Global Optimal Method for Cardinality Constrained Portfolio Optimization.” INFORMS Journal on Computing 36 (2): 690–704. doi:10.1287/ijoc.2022.0344.