Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:45, 1 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)
0 references
28 April 2021
0 references
portfolio selection
0 references
industry classification
0 references
style investment
0 references
ADMM
0 references
sparse optimization
0 references
