Cited in
(28)- Survey on multi-period mean-variance portfolio selection model
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
- Fitting Laplacian regularized stratified Gaussian models
- Tax-aware portfolio construction via convex optimization
- Online Mixed-Integer Optimization in Milliseconds
- CHOMPACK
- RegEM
- CVXGEN
- CVXPY
- POP
- CVXR
- NCVX
- Convex.jl
- OSQP
- RiskPortfolios
- TaxiSimulation
- QDLDL
- SuperSCS
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty
- Multi-period portfolio selection with drawdown control
- OSQP: an operator splitting solver for quadratic programs
- Solution refinement at regular points of conic problems
- VeLO
- QPDO
- Degenerate Preconditioned Proximal Point Algorithms
- COSMO: a conic operator splitting method for convex conic problems
- RSOME
- Dynamic energy management
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