Penalty ADM Algorithm for Cardinality Constrained Mean-Absolute Deviation Portfolio Optimization. Statistics, Optimization & Information Computing, [S. l.], v. 10, n. 3, p. 775–788, 2022. DOI: 10.19139/soic-2310-5070-1312. Disponível em: https://www.iapress.org/index.php/soic/article/view/1312. Acesso em: 23 apr. 2026.