A penalty PALM method for sparse portfolio selection problems (Q5268895)

From MaRDI portal
Revision as of 21:39, 8 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article; zbMATH DE number 6734172
Language Label Description Also known as
English
A penalty PALM method for sparse portfolio selection problems
scientific article; zbMATH DE number 6734172

    Statements

    A penalty PALM method for sparse portfolio selection problems (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    21 June 2017
    0 references
    sparse portfolio selection
    0 references
    proximal alternating linearized minimization method
    0 references
    minimization
    0 references
    cardinality constrained portfolio selection
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references