Shengjie Xiu, Xiwen Wang, and Daniel P. Palomar, “ A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization ,” IEEE Trans. on Signal Processing , vol. 71, pp. 2713-2727, July 2023.
Shengjie Xiu, Xiwen Wang, and Daniel P. Palomar, “ A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization ,” IEEE Trans. on Signal Processing , vol. 71, pp. 2713-2727, July 2023.