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Nonconvex multi-period mean-variance portfolio optimization

Published Online: 2023-07-27

Published Print: 2024-01

Authors

Wu, Zhongming

Xie, Guoyu

Ge, Zhili

De Simone, Valentina https://orcid.org/0000-0002-3357-5252
Funding

Funding for this research was provided by:

Università degli Studi della Campania Luigi Vanvitelli
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Text and Data Mining valid from 2023-07-27

Version of Record valid from 2023-07-27
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Article History

Received: 3 September 2022

Accepted: 9 July 2023

First Online: 27 July 2023

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