Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191): Difference between revisions
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Revision as of 20:49, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast algorithms for sparse portfolio selection considering industries and investment styles |
scientific article |
Statements
Fast algorithms for sparse portfolio selection considering industries and investment styles (English)
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28 April 2021
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portfolio selection
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industry classification
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style investment
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ADMM
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sparse optimization
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