Abstract: The focus of this project will be to develop a general optimization framework for optimal investment portfolios within the proximal gradient method, a suitable algorithm to solve non-smooth ...

When I was a kid, I was interested in a number of professions that are now either outdated, or have changed completely. One ...

Every few years the financial world rediscovers private equity and declares it the secret club where all the real money is made. It is a compelling narrative. The smartest firms buy small companies, ...