Media type: E-Article Title: Robust portfolio rebalancing with cardinality and diversification constraints Contributor: Zhao, Zhihua [Author]; Xu, Fengmin [Author]; Du, Donglei [Author]; Meihua, Wang [Author] Published: 2021 Published in: Quantitative finance ; 21(2021), 10, Seite 1707-1721 Language: English DOI: 10.1080/14697688.2021.1879392 Identifier: Keywords: ADMM ; Cardinality constraint ; Diversification constraint ; Portfolio rebalancing ; Sparse projection ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access