Split Bregman iteration for multi-period mean variance portfolio optimization
作者：
Highlights：
• A point-to-point response to reviewers’ comments is given in the response letter to them. In the submitted revision all changes are highlighted in blue.
摘要
•A point-to-point response to reviewers’ comments is given in the response letter to them. In the submitted revision all changes are highlighted in blue.
论文关键词：Portfolio selection,Fused lasso,Nonsmooth optimization,Split Bregman
论文评审过程：Received 17 April 2020, Revised 6 August 2020, Accepted 27 September 2020, Available online 5 October 2020, Version of Record 5 October 2020.
论文官网地址：https://doi.org/10.1016/j.amc.2020.125715
