Split Bregman iteration for multi-period mean variance portfolio optimization (Q2662553)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Split Bregman iteration for multi-period mean variance portfolio optimization |
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Split Bregman iteration for multi-period mean variance portfolio optimization (English)
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14 April 2021
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portfolio selection
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fused Lasso
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nonsmooth optimization
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split Bregman
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