Analytical Shortcuts to Portfolio Optimization
The research expands on methods for nonnegative constraints in portfolio optimization, confirming the presence of both positive and negative elements in optimal solution sets.
Featured in No. 81 on 8 Jan 2025 ·
- Released
- 10 Apr 2024
- First featured
- No. 81 · 8 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- RePEc:gam:jmathe:v:12:y:2024:i:24:p:3946-:d:1544301
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).