Application of a globally convergent hybrid conjugate gradient method in portfolio optimization (Q6567858)
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scientific article; zbMATH DE number 7877106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of a globally convergent hybrid conjugate gradient method in portfolio optimization |
scientific article; zbMATH DE number 7877106 |
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Application of a globally convergent hybrid conjugate gradient method in portfolio optimization (English)
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5 July 2024
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conjugate gradient
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global convergence
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strong Wolfe-Powell conditions
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portfolio selection
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