keyword Smoothly-clipped absolute deviation (SCAD) penalty function / (1 Article)
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Writer : Fadaeinejad، Mohammad Esmaeil ؛ Asadi، Hossein ؛ Faryadras، Mohammad Javad ؛ Corresponding Author : Vaziri، Mohamad Taghi ؛
Journal:Iranian Journal of Finance»Spring 2022, Volume 6 - Number 2 ، ب (Ministry of Science (25 page(s) - From 70 to 94 )
Keywords:portfolio optimizationConditional Value at Risk (CVaR)Smoothly-clipped absolute deviation (SCAD) penalty function
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