CVXPortfolio
From MaRDI portal
Software:38717
swMATH26998MaRDI QIDQ38717FDOQ38717
Author name not available (Why is that?)
Cited In (12)
- Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
- Dynamic Energy Management
- Fitting Laplacian regularized stratified Gaussian models
- Tax-aware portfolio construction via convex optimization
- Online Mixed-Integer Optimization in Milliseconds
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty
- Multi-period portfolio selection with drawdown control
- Solution refinement at regular points of conic problems
- OSQP: An Operator Splitting Solver for Quadratic Programs
- Degenerate Preconditioned Proximal Point Algorithms
- COSMO: a conic operator splitting method for convex conic problems
- Survey on multi-period mean-variance portfolio selection model
This page was built for software: CVXPortfolio
