# Sparse and robust portfolio selection via semi-definite relaxation

> Research article (Journal of the Operational Research Society, 2019) · cited 18× · AI/ML

**Wikidata**: [openalex:W2957191280](https://www.wikidata.org/wiki/openalex:W2957191280)  
**Source**: https://4ort.xyz/entity/sparse-and-robust-portfolio-selection-via-semi-definite-relaxation
