Fast algorithms for sparse portfolio selection considering industries and investment styles (Q2022191)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fast algorithms for sparse portfolio selection considering industries and investment styles |
scientific article; zbMATH DE number 7340619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast algorithms for sparse portfolio selection considering industries and investment styles |
scientific article; zbMATH DE number 7340619 |
Statements
Fast algorithms for sparse portfolio selection considering industries and investment styles (English)
0 references
28 April 2021
0 references
portfolio selection
0 references
industry classification
0 references
style investment
0 references
ADMM
0 references
sparse optimization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
