Carisa Kwok Wai Yu

Available identifiers

Publication	Date of Publication	Type
Sparse minimax portfolio and Sharpe ratio models	2022-08-23	Paper
Portfolio optimization under a minimax rule revisited	2022-05-18	Paper
Quasi-convex feasibility problems: subgradient methods and convergence rates	2022-02-22	Paper
https://portal.mardi4nfdi.de/entity/Q5144126	2021-01-14	Paper
Convergence rates of subgradient methods for quasi-convex optimization problems	2020-07-29	Paper
https://portal.mardi4nfdi.de/entity/Q5114266	2020-06-22	Paper
Incremental quasi-subgradient methods for minimizing the sum of quasi-convex functions	2019-12-03	Paper
Modified inexact Levenberg-Marquardt methods for solving nonlinear least squares problems	2019-11-22	Paper
A family of projection gradient methods for solving the multiple-sets split feasibility problem	2019-10-02	Paper
Extended Newton Methods for Multiobjective Optimization: Majorizing Function Technique and Convergence Analysis	2019-09-26	Paper
Abstract convergence theorem for quasi-convex optimization problems with applications	2019-08-13	Paper
Iterative positive thresholding algorithm for non-negative sparse optimization	2018-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q4644044	2018-05-30	Paper
https://portal.mardi4nfdi.de/entity/Q3181231	2016-12-23	Paper
https://portal.mardi4nfdi.de/entity/Q2812260	2016-06-16	Paper
“Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003	2006-01-05	Paper

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