ALAN WILSON; KAIXIAN XU; YU QIAO; ZHAOYAN ZHANG. Sparse Portfolio Optimization for US Pension Fund Quantitative Trading. Journal of Computational Methods in Engineering Applications, [S. l.], v. 3, n. 1, p. 1–13, 2023. DOI: 10.62836/jcmea.v3i1.030110. Disponível em: https://ojs.sgsci.org/journals/jcmea/article/view/376. Acesso em: 8 jun. 2025.