Portfolio construction as linearly constrained separable optimization (Q6050367)
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scientific article; zbMATH DE number 7739466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio construction as linearly constrained separable optimization |
scientific article; zbMATH DE number 7739466 |
Statements
Portfolio construction as linearly constrained separable optimization (English)
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18 September 2023
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convex optimization
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portfolio optimization
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proximal methods
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convex envelope
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