A splitting proximal method in portfolio optimization with entropic value-at-risk GTA6B7SW2V
| URI | m2://res/GTA6B7SW2V |
|---|---|
| Kind | preprint |
| Creators | Nail Baloul, Sorin-Mihai Grad, Oleg Wilfer |
| Date | 2026-10-09 |
| MSC | 49-XX, 90-XX, 93-XX |
| Subjects | arxiv math.OC |
| Scope | in |
Expressions
e1: version, preprint
| Language | en |
|---|---|
| Date | 2026-10-09 |
| Ids | arXiv 2610.14364 |
Items in this resource
The mentions of the inventory that name this resource. Each name links to the card of its inventory row.
| Item | Kind | Where | Source |
|---|---|---|---|
| optimality conditions | statement | theorem 2.2 | arxiv |
| 61WGC9BN4P | example | example 5.3 | arxiv |
| strong duality | statement | theorem 3.1 | arxiv |
| BSFHWDJ1T1 | example | example 5.2 | arxiv |
| optimality conditions | statement | theorem 3.2 | arxiv |
| strong duality | statement | theorem 2.1 | arxiv |
| GM8AB2CDHH | statement | theorem 4.1 | arxiv |
| K0ES1CZB60 | example | example 5.1 | arxiv |
| VTY0XKNMF7 | statement | corollary 4.1 | arxiv |
Catalogue records
- arxiv: 2610.14364 (work)
- arxiv_text: 2610.14364 (work)