Rui Zhou

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
highOrderPortfolios2022-10-20Software
Efficient and Scalable High-Order Portfolios Design via Parametric Skew-t Distribution
(available as arXiv preprint)
2022-06-06Paper
Solving High-Order Portfolios via Successive Convex Approximation Algorithms
(available as arXiv preprint)
2020-08-03Paper


Research outcomes over time


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