Optimal Portfolio Management for Engineering Problems Using Nonconvex Cardinality Constraint: A Computing Perspective

Khan, Ameer Hamza; Cao, Xinwei; Katsikis, Vasilios; Stanimirović, Predrag; Brajević, Ivona; Kadry, Seifedine; Nam, Yunyoung

doi:10.1109/access.2020.2982195

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Journal article M21, paper in a top international journal

Optimal Portfolio Management for Engineering Problems Using Nonconvex Cardinality Constraint: A Computing Perspective

Ameer Hamza Khan, Xinwei Cao, Vasilios Katsikis, Predrag Stanimirović, Ivona Brajević, Seifedine Kadry, Yunyoung Nam

IEEE Access, 8, 57437–57450, 2020

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Khan, A. H., Cao, X., Katsikis, V., Stanimirović, P., Brajević, I., Kadry, S., & Nam, Y. (2020). Optimal Portfolio Management for Engineering Problems Using Nonconvex Cardinality Constraint: A Computing Perspective. IEEE Access, 8, 57437–57450. https://doi.org/10.1109/access.2020.2982195

@article{Khan2020OptimalPor,
  author       = {Khan, Ameer Hamza  and  Cao, Xinwei and Katsikis, Vasilios and Stanimirovi{\'c}, Predrag and Brajevi{\'c}, Ivona and Kadry, Seifedine and Nam, Yunyoung},
  title        = {Optimal Portfolio Management for Engineering Problems Using Nonconvex Cardinality Constraint: A Computing Perspective},
  journal      = {IEEE Access},
  year         = {2020},
  volume       = {8},
  pages        = {57437--57450},
  doi          = {10.1109/access.2020.2982195},
  url          = {https://ieeexplore.ieee.org/document/9043547},
  note         = {Available online}
}

TY  - JOUR
AU  - Khan, Ameer Hamza
AU  - Cao, Xinwei
AU  - Katsikis, Vasilios
AU  - Stanimirović, Predrag
AU  - Brajević, Ivona
AU  - Kadry, Seifedine
AU  - Nam, Yunyoung
TI  - Optimal Portfolio Management for Engineering Problems Using Nonconvex Cardinality Constraint: A Computing Perspective
JO  - IEEE Access
PY  - 2020
VL  - 8
SP  - 57437
EP  - 57450
SN  - 2169-3536
DO  - 10.1109/access.2020.2982195
UR  - https://nir.mef.edu.rs/repository/handle/ed4d7e56-911a-11ee-852a-b483510689d4
ER  -

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Journal: IEEE Access
Volume: 8
Pages: 57437–57450
Year: 2020
DOI: 10.1109/access.2020.2982195
ISSN: 2169-3536

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