Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (Q4631770)
From MaRDI portal
scientific article; zbMATH DE number 7046262
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm |
scientific article; zbMATH DE number 7046262 |
Statements
Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (English)
0 references
23 April 2019
0 references
mean-variance model
0 references
systematic risk
0 references
branch-and-bound
0 references
nonconvex programming
0 references
accelerated gradient algorithm
0 references
0 references
0 references
0 references