Solving High-Order Portfolios via Successive Convex Approximation Algorithms
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Publication:5103355
DOI10.1109/TSP.2021.3051369OpenAlexW3124132707MaRDI QIDQ5103355
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
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