Fast algorithms for sparse portfolio selection considering industries and investment styles
type: Item
instance of: scholarly article
title: Fast algorithms for sparse portfolio selection considering industries and investment styles
zbMATH Open document ID: 1466.91282
author: Zhi-Long Dong
author: Yuhong Dai
author: Feng-Min Xu
published in: Journal of Global Optimization
publication date: 2021-04-28T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 7340619
zbMATH Keywords: portfolio selection
zbMATH Keywords: industry classification
zbMATH Keywords: style investment
zbMATH Keywords: ADMM
zbMATH Keywords: sparse optimization
MaRDI profile type: Publication
full work available at URL: s10898-020-00911-1
OpenAlex ID: W3029210569
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DOI: 10.1007/S10898-020-00911-1
description: scientific article; zbMATH DE number 7340619