@article{37c8420498c34278be72780e14be76d9,
title = "Multi-Period Portfolio Optimization Model with Cone Constraints and Discrete Decisions",
keywords = "mixed-integer linear and nonlinear optimizer (MILANO), mixed-integer second-order cone programming (MISOCP), multi-period portfolio optimization (MPO), outer approximation",
author = "{\"U}mit Sağlam and Benson, \{Hande Y.\}",
note = "Publisher Copyright: {\textcopyright} 2025 by the authors.",
year = "2025",
month = apr,
doi = "10.3390/jrfm18040218",
language = "English",
volume = "18",
journal = "Journal of Risk and Financial Management",
issn = "1911-8074",
number = "4",
}