A Scalable Algorithm for Sparse Portfolio Selection (Q5087719)
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scientific article; zbMATH DE number 7552219
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Scalable Algorithm for Sparse Portfolio Selection |
scientific article; zbMATH DE number 7552219 |
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A Scalable Algorithm for Sparse Portfolio Selection (English)
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1 July 2022
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sparse portfolio selection
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binary convex optimization
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outer approximation
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