Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191)
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scientific article; zbMATH DE number 7340619
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| English | Fast algorithms for sparse portfolio selection considering industries and investment styles |
scientific article; zbMATH DE number 7340619 |
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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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0.7714006304740906
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0.7655826807022095
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0.7603357434272766
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0.7595999836921692
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