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20182022
most citedSolving High-Order Portfolios via Successive Convex Approximation Algorithms

4 citations · 7 across the 4 of their papers we have counts for

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eess.SP2022★ 1 cited

Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution

Xiwen Wang, Rui Zhou, Jiaxi Ying +1

Since Markowitz's mean-variance framework, optimizing a portfolio that maximizes the profit and minimizes the risk has been ubiquitous in the financial industry. Initially, profit…