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Publications by Andrew J. Heunis

Convex Duality in Constrained Mean-Variance Portfolio Optimization

Advances in Applied Probability

Applied Mathematics

English

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Solving Complex Cardinality Constrained Mean-Variance Portfolio Optimization Problems Using Hybrid HS and TLBO Algorithm

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Static Mean-Variance Portfolio Optimization Under General Sources of Uncertainty

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Multi-Period Mean-Variance Portfolio Optimization With Markov Switching Parameters

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3. Duality in Convex Optimization

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Time-Consistent Mean–variance Portfolio Optimization: A Numerical Impulse Control Approach

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Characteristic-Based Mean-Variance Portfolio Choice

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Mean-Variance Portfolio Optimization Under Asset-Liability Based on Time Series Approaches

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The Optimization of the Mean-Variance Portfolio Selection With Nonsmooth Concave Transaction Costs

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Convex Duality in Stochastic Optimization and Mathematical Finance

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