Portfolio construction as linearly constrained separable optimization
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Publication:6050367
DOI10.1007/s11081-022-09748-xarXiv2103.05455OpenAlexW3134926199MaRDI QIDQ6050367
Jack Gindi, Mykel J. Kochenderfer, Stephen P. Boyd, Nicholas Moehle
Publication date: 18 September 2023
Published in: Optimization and Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.05455
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