Portfolio optimization. Theory and application

DOI10.1017/9781009428095MaRDI QIDQ7021861zbMATH OpenFDO

Authors D. P. Palomar

Publication date 26 February 2025

Full work available at URL https://doi.org/10.1017/9781009428095

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Portfolio theory (91G10)

Cited in

(1)

• Code generation for solving and differentiating through convex optimization problems

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