On the Computation of the Efficient Frontier in Advanced Sparse Portfolio Optimization

Fuente: arXiv

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Bibliographic Details
Main Authors:	Annunziata, Arturo, Lapucci, Matteo, Mansueto, Pieluigi, Pucci, Davide
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 90C29, 90C26, 90B50, 91G10
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2501.19199