A bi‐level programming framework for identifying optimal parameters in portfolio selection (Q6092501)
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scientific article; zbMATH DE number 7769608
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A bi‐level programming framework for identifying optimal parameters in portfolio selection |
scientific article; zbMATH DE number 7769608 |
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A bi‐level programming framework for identifying optimal parameters in portfolio selection (English)
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23 November 2023
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bi-level programming
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parameter estimation
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cardinality
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portfolio selection
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derivative-free optimization
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