Work

On Nested Affine Variational Inequalities: The Case of Multi-Portfolio Selection

Year: 2022

Type: book-chapter

Source: AIRO Springer series/AIRO Springer Series

DOI: 10.1007/978-3-030-95380-5_3

Authors: Lorenzo Lampariello, Gianluca Priori, Simone Sagratella

Institutions: Roma Tre University, Sapienza University of Rome

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W4285265487

FWCI: 0.802

Cites: 6

Cited by: 1

Related to: 10