Yau's Affine-Normal Descent for Large-Scale Unrestricted Higher-Moment Portfolio Optimization

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wang, Ya-Juan, Niu, Yi-Shuai, Sheshmani, Artan, Yau, Shing-Tung
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management Computational Engineering, Finance, and Science Optimization and Control Computational Finance 90C30, 90C26, 90C06, 90C23, 91G10, 65K05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2604.25378