highOrderPortfolios

MaRDI QIDQ92795CRANFDO

Authors Daniel P. Palomar, Xiwen Wang, Rui Zhou

Last update 20 October 2022

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.1

Cites work

• Efficient and Scalable High-Order Portfolios Design via Parametric Skew-t Distribution
• Solving High-Order Portfolios via Successive Convex Approximation Algorithms

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