On Solving Nonsmooth Retail Portfolio Maximization Problems Using Active Signature Methods

Metadaten
Author:Aswin Kannan, Timo Kreimeier, Andrea Walther
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):License LogoCreative Commons - CC BY - Namensnennung 4.0 International