Pages that link to "Item:Q5103355"
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The following pages link to Solving High-Order Portfolios via Successive Convex Approximation Algorithms (Q5103355):
Displaying 2 items.
- Diminishing stepsize methods for nonconvex composite problems via ghost penalties: from the general to the convex regular constrained case (Q5058371) (← links)
- A penalty decomposition algorithm with greedy improvement for mean‐reverting portfolios with sparsity and volatility constraints (Q6079984) (← links)
