AGloballyOptimalPortfolioform-SparseSharpe RatioMaximization

Feb-9-2026, 04:14:18 GMT–Neural Information Processing Systems

In modern portfolio management, one may require anm-sparse (no more thanm active assets) portfolio to save managerial and financial costs.

artificial intelligence, constraint, optimization problem, (17 more...)

Neural Information Processing Systems

Feb-9-2026, 04:14:18 GMT

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Country:
- Asia > China
  - Guangdong Province > Guangzhou (0.04)
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Technology:
- Information Technology > Artificial Intelligence > Representation & Reasoning > Optimization (0.94)