Time-varying mean-variance portfolio selection problem solving via LVI-PDNN

Vasilios N. Katsikis, Spyridon D. Mourtas, Predrag S. Stanimirovic, Shuai Li 0002, Xinwei Cao. Time-varying mean-variance portfolio selection problem solving via LVI-PDNN. Computers & OR, 138:105582, 2022. [doi]

Abstract

Abstract is missing.