Optimizing risk budgets in portfolio selection problem: A bi-level model and an efficient gradient-based algorithm
| Autor: | M. Bayat, F. Hooshmand, S. A. MirHassani |
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| Přispěvatelé: | M. Bayat, F. Hooshmand, S. A. MirHassani |
| Rok vydání: | 2023 |
| DOI: | 10.5281/zenodo.8149745 |
| Popis: | This file contains all codes implemented in the computational experiments of our paper entitled "Optimizing risk budgets in portfolio selection problem: A bi-level model and an efficient gradient-based algorithm" |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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