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Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property - MaRDI portal

Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (Q6190962)

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scientific article; zbMATH DE number 7813997
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English
Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property
scientific article; zbMATH DE number 7813997

    Statements

    title
    Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property (English)
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    author
    Zhanrui Cai
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    Changcheng Li
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    Q6180736
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    Song-Shan Yang
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    publication date
    6 March 2024
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    zbMATH Keywords
    ADMM
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    high dimensional portfolio selection
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    parallel computing
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    cites work
    Q3174050
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    Identifiers

    zbMATH DE Number
    7813997
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