Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm (Q7006140)
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scientific article; zbMATH DE number 8018408
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| English | Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm |
scientific article; zbMATH DE number 8018408 |
Statements
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm (English)
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31 March 2025
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portfolio optimization
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cardinality constrained problems
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mean-variance portfolios
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penalty decomposition method
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