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type_genre:"Article in journal"
~isPartOf:"International transactions in operational research : a journal of the International Federation of Operational Research Societies"
~person:"Mousavi, Ahmad"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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A penalty decomposition algorithm with greedy improvement for mean-reverting portfolios with sparsity and volatility constraints
Mousavi, Ahmad
;
Shen, Jinglai
- In:
International transactions in operational research : a …
30
(
2023
)
5
,
pp. 2415-2435
Persistent link: https://www.econbiz.de/10014259187
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