Nonconvex multi-period mean-variance portfolio optimization

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Publication:6596973

DOI10.1007/S10479-023-05524-XMaRDI QIDQ6596973

Guoyu Xie, Zhongming Wu, V. De Simone, Zhili Ge

Publication date: 3 September 2024

Published in: Annals of Operations Research (Search for Journal in Brave)






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