Solving High-Order Portfolios via Successive Convex Approximation Algorithms

DOI10.1109/TSP.2021.3051369OpenAlexW3124132707MaRDI QIDQ5103355

Rui Zhou, Daniel P. Palomar

Publication date: 23 September 2022

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2008.00863

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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