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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q3151174 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sparse Portfolios for High-Dimensional Financial Index Tracking / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4821526 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex hull algorithms for piecewise linear-quadratic functions in computational convex analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio optimization with linear and fixed transaction costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tax-aware portfolio construction via convex optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear and mixed integer programming for portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: OSQP: An Operator Splitting Solver for Quadratic Programs / rank
 
Normal rank

Revision as of 22:19, 2 August 2024

scientific article; zbMATH DE number 7739466
Language Label Description Also known as
English
Portfolio construction as linearly constrained separable optimization
scientific article; zbMATH DE number 7739466

    Statements

    Identifiers