"Solving High-Order Portfolios via Successive Convex Approximation Algorithms."

Rui Zhou, Daniel P. Palomar (2021)

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DOI: 10.1109/TSP.2021.3051369

access: closed

type: Journal Article

metadata version: 2021-03-23

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Rui Zhou, Daniel P. Palomar:
Solving High-Order Portfolios via Successive Convex Approximation Algorithms. IEEE Trans. Signal Process. 69: 892-904 (2021)

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