A penalty PALM method for sparse portfolio selection problems (Q5268895)
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scientific article; zbMATH DE number 6734172
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| English | A penalty PALM method for sparse portfolio selection problems |
scientific article; zbMATH DE number 6734172 |
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A penalty PALM method for sparse portfolio selection problems (English)
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21 June 2017
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sparse portfolio selection
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proximal alternating linearized minimization method
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minimization
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cardinality constrained portfolio selection
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