Portfolio construction as linearly constrained separable optimization (Q6050367): Difference between revisions

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-.1007/s11081-022-09748-x
@@ Property / DOI: 10.1007/s11081-022-09748-x / rank @@
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+Sparse Portfolios for High-Dimensional Financial Index Tracking
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+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
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+Q4821526
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+Convex hull algorithms for piecewise linear-quadratic functions in computational convex analysis
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@@ Property / cites work @@
+Portfolio optimization with linear and fixed transaction costs
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+Tax-aware portfolio construction via convex optimization
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+Linear and mixed integer programming for portfolio optimization
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+Convex Analysis
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+OSQP: An Operator Splitting Solver for Quadratic Programs
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@@ Property / DOI @@
+.1007/S11081-022-09748-X
@@ Property / DOI: 10.1007/S11081-022-09748-X / rank @@
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