Portfolio construction as linearly constrained separable optimization
Crossref DOI link: https://doi.org/10.1007/s11081-022-09748-x
Published Online: 2022-11-11
Published Print: 2023-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Moehle, Nicholas
Gindi, Jack
Boyd, Stephen
Kochenderfer, Mykel J.
Text and Data Mining valid from 2022-11-11
Version of Record valid from 2022-11-11
Article History
Received: 17 August 2021
Revised: 29 June 2022
Accepted: 29 June 2022
First Online: 11 November 2022