Cardinality Constrained Mean-Variance Portfolios: A Penalty Decomposition Algorithm (Q6452916)
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scientific article; zbMATH DE number 902334929
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| default for all languages | No label defined |
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| English | Cardinality Constrained Mean-Variance Portfolios: A Penalty Decomposition Algorithm |
scientific article; zbMATH DE number 902334929 |
Statements
27 September 2023
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