activity
20182023
most citedDifferential Privacy via Distributionally Robust Optimization

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing 2018Show all

1 paper · 1 filter

math.OC2018

Using Column Generation to Solve Extensions to the Markowitz Model

Lorenz M. Roebers, Aras Selvi, Juan C. Vera

We introduce a solution scheme for portfolio optimization problems with cardinality constraints. Typical portfolio optimization problems are extensions of the classical Markowitz m…