On Solving Nonsmooth Retail Portfolio Maximization Problems Using Active Signature Methods
| 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): | Creative Commons - CC BY - Namensnennung 4.0 International |


