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20192025
most citedWeakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods

16 citations · 29 across the 16 of their papers we have counts for

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q-fin.PM2020

Sparse High-Order Portfolios via Proximal DCA and SCA

Jinxin Wang, Zengde Deng, Taoli Zheng +1

In this paper, we aim at solving the cardinality constrained high-order portfolio optimization, i.e., mean-variance-skewness-kurtosis model with cardinality constraint (MVSKC). Opt…