Proximal Linearized Method for Sparse Equity Portfolio Optimization with Minimum Transaction Cost (Q6377487)
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scientific article; zbMATH DE number 7843993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Proximal Linearized Method for Sparse Equity Portfolio Optimization with Minimum Transaction Cost |
scientific article; zbMATH DE number 7843993 |
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13 September 2021
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math.OC
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Proximal linearized method for sparse equity portfolio optimization with minimum transaction cost (English)
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