A concave optimization-based approach for sparse portfolio selection
نویسندگان
چکیده
منابع مشابه
A concave optimization-based approach for sparse portfolio selection
D. Di Lorenzo , G. Liuzzi, F. Rinaldi, F. Schoen and M. Sciandrone Dipartimento di Sistemi e Informatica, Università di Firenze, Via di S. Marta 3, 50139 Firenze Italy; Istituto di Analisi dei Sistemi e Informatica, Consiglio Nazionale delle Ricerche, Viale Manzoni 30, 00185 Roma Italy; Dipartimento di Informatica e Sistemistica, Sapienza Università di Roma, via Ariosto, 25, 00185 Roma Italy;
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ژورنال
عنوان ژورنال: Optimization Methods and Software
سال: 2012
ISSN: 1055-6788,1029-4937
DOI: 10.1080/10556788.2011.577773