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Penalty method for the sparse portfolio optimization problem - MaRDI portal

Penalty method for the sparse portfolio optimization problem

From MaRDI portal
Publication:6574067

DOI10.3934/jimo.2024031MaRDI QIDQ6574067

Hongxin Zhao, Lingchen Kong

Publication date: 18 July 2024

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)






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