[1]
AlMaadeed, T., Khodamoradi, T., Salahi, M. and Hamdi, A. 2022. Penalty ADM Algorithm for Cardinality Constrained Mean-Absolute Deviation Portfolio Optimization. Statistics, Optimization & Information Computing. 10, 3 (Feb. 2022), 775-788. DOI:https://doi.org/10.19139/soic-2310-5070-1312.