Work

Solving norm constrained portfolio optimization via coordinate-wise descent algorithms

Year: 2014

Type: article

Source: Computational Statistics & Data Analysis

DOI: 10.5555/2749479.2749603

Authors: YenYu-Min, YenTso-Jung

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2998919904

FWCI: 3.79

Cites: 9

Cited by: 34

Related to: 10