Bilevel robust optimization approach for multi-period sparse portfolio selection (Q6972772)
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scientific article; zbMATH DE number 8051792
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| English | Bilevel robust optimization approach for multi-period sparse portfolio selection |
scientific article; zbMATH DE number 8051792 |
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Bilevel robust optimization approach for multi-period sparse portfolio selection (English)
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11 June 2025
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portfolio selection
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robust optimization
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nonsmooth optimization
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ADMM
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