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Thormann, Marah-Lisanne

  1. The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
    2024/02/14 by Thormann, Marah-Lisanne, Vuong, Phan Tu, Zemkoho, Alain B. · 1 citation
    #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM)