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most citedAutonomous Sparse Mean-CVaR Portfolio Optimization

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math.OC2023

Globally Optimal Solutions to a Class of Fractional Optimization Problems Based on Proximal Gradient Algorithm

Yizun Lin, Jian-Feng Cai, Zhao-Rong Lai +1

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is charac…