A Krasnoselskii-Mann proximity algorithm for Markowitz portfolios with adaptive expected return level (Q6670350)
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scientific article; zbMATH DE number 7973984
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Krasnoselskii-Mann proximity algorithm for Markowitz portfolios with adaptive expected return level |
scientific article; zbMATH DE number 7973984 |
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A Krasnoselskii-Mann proximity algorithm for Markowitz portfolios with adaptive expected return level (English)
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23 January 2025
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Markowitz portfolio
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adaptive expected return
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\(\ell^1\) regularization
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Krasnoselskii-Mann algorithm
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