Portfolio construction with Gaussian mixture returns and exponential utility via convex optimization
Crossref DOI link: https://doi.org/10.1007/s11081-023-09814-y
Published Online: 2023-07-27
Published Print: 2024-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Luxenberg, Eric
Boyd, Stephen
Text and Data Mining valid from 2023-07-27
Version of Record valid from 2023-07-27
Article History
Received: 26 May 2023
Revised: 27 June 2023
Accepted: 28 June 2023
First Online: 27 July 2023