An Inexact Proximal DC Algorithm for the Large-Scale Cardinality Constrained Mean-Variance Model in Sparse Portfolio Selection

Title
An Inexact Proximal DC Algorithm for the Large-Scale Cardinality Constrained Mean-Variance Model in Sparse Portfolio Selection
Authors
Keywords
-
Journal
JOURNAL OF COMPUTATIONAL MATHEMATICS
Volume -, Issue -, Pages 0-0
Publisher
Global Science Press
Online
2023-11-01
DOI
10.4208/jcm.2207-m2021-0349

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