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The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Thormann, Marah-Lisanne, Vuong, Phan Tu, Zemkoho, Alain B.
Formato:	Preprint
Publicado:	2024
Materias:	Optimization and Control Portfolio Management Risk Management
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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