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Xiu, Shengjie

  1. A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization
    2022/12/14 by Shengjie Xiu, Xiu, Shengjie, Xiwen Wang +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #FOS: Electrical engineering #Financial Markets and Investment Strategies #Risk and Portfolio Optimization #Signal Processing (eess.SP) #Stochastic processes and financial applications #electronic engineering #information engineering