| A penalty PALM method for sparse portfolio selection problems | |
| Teng, Yue; Yang, Li; Yu, Bo; Song, Xiaoliang | |
| 刊名 | OPTIMIZATION METHODS & SOFTWARE
 |
| 2017 | |
| 卷号 | 32页码:126-147 |
| 关键词 | sparse portfolio selection proximal alternating linearized minimization method l(0) minimization cardinality constrained portfolio selection |
| ISSN号 | 1055-6788 |
| URL标识 | 查看原文 |
| WOS记录号 | [DB:DC_IDENTIFIER_WOSID] |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/3285756 |
| 专题 | 大连理工大学 |
| 作者单位 | 1.Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China. 2.Dalian Univ Technol, Sch Sci, Panjin 124221, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Teng, Yue,Yang, Li,Yu, Bo,et al. A penalty PALM method for sparse portfolio selection problems[J]. OPTIMIZATION METHODS & SOFTWARE,2017,32:126-147. |
| APA | Teng, Yue,Yang, Li,Yu, Bo,&Song, Xiaoliang.(2017).A penalty PALM method for sparse portfolio selection problems.OPTIMIZATION METHODS & SOFTWARE,32,126-147. |
| MLA | Teng, Yue,et al."A penalty PALM method for sparse portfolio selection problems".OPTIMIZATION METHODS & SOFTWARE 32(2017):126-147. |
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