Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection

DOI10.1080/10556788.2022.2142580OpenAlexW4308701079MaRDI QIDQ5882243

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Publication date: 15 March 2023

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2022.2142580

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