A symmetric Gauss-Seidel based method for a class of multi-period mean-variance portfolio selection problems
2020 ◽
Vol 16
(2)
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pp. 991-1008
2010 ◽
Vol 6
(3)
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pp. 483-496
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Keyword(s):
2019 ◽
Vol 133
◽
pp. 225-241
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2016 ◽
Vol 85
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pp. 49-72
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Keyword(s):