# A penalty PALM method for sparse portfolio selection problems

> Research article (Optimization methods & software, 2016) · cited 24× · AI/ML

**Wikidata**: [openalex:W2510785375](https://www.wikidata.org/wiki/openalex:W2510785375)  
**Source**: https://4ort.xyz/entity/a-penalty-palm-method-for-sparse-portfolio-selection-problems