Sparse and risk diversification portfolio selection (Q6097487)
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scientific article; zbMATH DE number 7692821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse and risk diversification portfolio selection |
scientific article; zbMATH DE number 7692821 |
Statements
Sparse and risk diversification portfolio selection (English)
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5 June 2023
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sparse portfolio selection
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non-convex regularization
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accelerated proximal algorithm
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linear convergence
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