A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lin, Yizun, He, Yongxin, Lai, Zhao-Rong
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Numerical Analysis Optimization and Control 65K05, 90C25, 91B28
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2409.13608