Latest Research in Risk and Portfolio Optimization
18 research papers · 2026 median publication year
Top Research Topics in Risk and Portfolio Optimization
- Optimization and Control — 10 papers
- Probability — 3 papers
- Numerical Analysis — 2 papers
- Risk and Portfolio Optimization — 1 papers
- Stochastic processes and statistical mechanics — 1 papers
- Sparse and Compressive Sensing Techniques — 1 papers
Highest-Cited Papers
- A weighted expected residual minimization method with sample average approximation for stochastic vector variational inequalities
- Self-Normalized Cramér Type Moderate Deviations for Pooled Estimation in Branching Processes in a Random Environment
- Analysis of RCLUPPr: stability, robustness and acceleration
- Fast Rates and Strong Convergence of Tikhonov-Regularized Mixed-Order Primal-Dual Dynamics for Linearly Constrained Optimization Without Eventual Ball Conditions
- A proof of Ross's conjecture for two-site moving-target search
- Accelerated Primal-Dual Proximal Gradient Splitting Methods for Convex-Concave Saddle-Point Problems
- Regularized extragradient method for structured bilevel optimization in continuous and discrete time
- Mean-field optimal stopping with endogenous quantile cutoffs
- Convex ordering for graphon mean-field systems
- A Safeguarded Projected-Gradient Framework for Complementarity Constrained Least Squares Problems
- Wasserstein-p Bounds in the Central Limit Theorem Under Weak Dependence
- Proximity Operator of the $\ell_1$ over $\ell_2$ Function
- A method for global minimization of nonconvex quadratic functions
- Inertial Primal-Dual Dynamics Methods Featuring Implicit Hessian-Driven Damping for Convex Optimization Problems in Continuous and Discrete Time
- Minimizing the Arithmetic and Communication Complexity of Jacobi's Method for Eigenvalues and Singular Values: Part Two -- Parallel Algorithms
- Homogenization and Mean-Field Approximation for Multi-Player Games
- Projection Neural Dynamics for Inverse Variational Inequality Problems: Stability Analysis and Applications to Sparse Signal Recovery
- Exact low-dimensional reformulations for regularized spectral approximation