BibTeX record journals/tsp/XiuWP23

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@article{DBLP:journals/tsp/XiuWP23,
  author       = {Shengjie Xiu and
                  Xiwen Wang and
                  Daniel P. Palomar},
  title        = {A Fast Successive {QP} Algorithm for General Mean-Variance Portfolio
                  Optimization},
  journal      = {{IEEE} Trans. Signal Process.},
  volume       = {71},
  pages        = {2713--2727},
  year         = {2023},
  url          = {https://doi.org/10.1109/TSP.2023.3295180},
  doi          = {10.1109/TSP.2023.3295180},
  timestamp    = {Thu, 31 Aug 2023 19:51:47 +0200},
  biburl       = {https://dblp.org/rec/journals/tsp/XiuWP23.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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