A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (Q781111): Difference between revisions
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Revision as of 20:40, 16 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems |
scientific article |
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A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems (English)
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16 July 2020
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robust portfolio selection
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multi-block convex optimization
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symmetric Gauss-Seidel decomposition
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Q-linear convergence
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calmness
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