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"Nonconvex multi-period mean-variance portfolio optimization."

Zhongming Wu et al. (2024)

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DOI: 10.1007/S10479-023-05524-X

access: open

type: Journal Article

metadata version: 2024-03-16

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  dblp key:
  - journals/anor/WuXGS24
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  - https://dblp.org/rec/journals/anor/WuXGS24
Zhongming Wu, Guoyu Xie, Zhili Ge, Valentina De Simone:
Nonconvex multi-period mean-variance portfolio optimization. Ann. Oper. Res. 332(1): 617-644 (2024)

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