Closed-form solutions for short-term sparse portfolio optimization (Q5090290)
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scientific article; zbMATH DE number 7558491
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Closed-form solutions for short-term sparse portfolio optimization |
scientific article; zbMATH DE number 7558491 |
Statements
Closed-form solutions for short-term sparse portfolio optimization (English)
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18 July 2022
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\(\ell_0\)-norm
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sparse optimization
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short-term portfolio optimization
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closed-form solution
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0.8329551219940186
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0.7825311422348022
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0.7610553503036499
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0.7524363398551941
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0.748224675655365
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