On Solving Nonsmooth Retail Portfolio Maximization Problems Using Active Signature Methods
Author: | Aswin Kannan, Timo Kreimeier, Andrea Walther |
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Document Type: | Preprint |
Language: | English |
Date of Publication (online): | 2023/06/06 |
Release Date: | 2023/06/12 |
Institutes: | Humboldt-Universität zu Berlin |
Subprojects: | B10 |
Licence (German): | Creative Commons - CC BY - Namensnennung 4.0 International |