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Strategic Asset Allocation with Illiquid Alternatives.
Eric Luxenberg
Stephen P. Boyd
Mykel J. Kochenderfer
Misha van Beek
Wen Cao
Steven Diamond
Alex Ulitsky
Kunal Menda
Vidy Vairavamurthy
Published in:
CoRR (2022)
Keyphrases
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asset allocation
portfolio management
stock market
decision makers
optimal portfolio
decision making
decision support system
capacity planning
quadratic optimization
portfolio selection
portfolio optimization
long term
support vector machine
combinatorial optimization