大规模稀疏二次规划问题的求解算法及应用
序号 | 标题 | 类型 | 作者 |
---|---|---|---|
1 | Optimal portfolio deleveraging under market impact and margin restrictions | 期刊论文 | Chanaka Edirisinghe;Jaehwan Jeong;Jingnan Chen |
2 | Market or limit orders? | 期刊论文 | Daniel Mitchell;Jingnan Chen |
3 | Portfolio Selection with Regularization | 期刊论文 | Ning Zhang;Jingnan Chen;Gengling Dai |
4 | Optimal portfolio execution with a Markov chain approximation approach. | 期刊论文 | Jingnan Chen;Liming Feng;Jiming Peng;Yu Zhang |