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Francisco J Nogales
Information about the author Francisco J Nogales will soon be added to the site.
Found
2 papers
in total
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On Decomposition Methods for a Class of Partially Separable Nonlinear Programs
2008
We study two different decomposition algorithms for the general (nonconvex) partially...
A generalized approach to portfolio optimization: Improving performance by constraining portfolio norms
2009
We provide a general framework for finding portfolios that perform well out-of-sample...
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