Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (Q4631770)
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scientific article; zbMATH DE number 7046262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm |
scientific article; zbMATH DE number 7046262 |
Statements
Portfolio selection with the effect of systematic risk diversification: formulation and accelerated gradient algorithm (English)
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23 April 2019
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mean-variance model
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systematic risk
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branch-and-bound
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nonconvex programming
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accelerated gradient algorithm
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