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"A Survey on Gaps between Mean-Variance Approach and Exponential Growth ..."

Zhao-Rong Lai, Haisheng Yang (2023)

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DOI: 10.1145/3485274

access: closed

type: Journal Article

metadata version: 2022-05-18

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  - journals/csur/LaiY23
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Zhao-Rong Lai, Haisheng Yang:
A Survey on Gaps between Mean-Variance Approach and Exponential Growth Rate Approach for Portfolio Optimization. ACM Comput. Surv. 55(2): 25:1-25:36 (2023)

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