Zhining Yuan

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 1

Top Topics

Search Algorithm

Efficient Solutions

Portfolio Selection

Machine Learning Methods

Top Venues

Ann. Oper. Res.

Publications

Michele Costola, Bertrand Maillet, Zhining Yuan, Xiang Zhang
Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem. Ann. Oper. Res. 334 (1) (2024)