A Privacy-preserving mean–variance optimal portfolio
Junyoung Byun, Hyungjin Ko, Jaewook Lee
Topics & Concepts
Homomorphic encryptionVariance (accounting)Computer scienceEncryptionPortfolioService providerPortfolio optimizationDifferential privacyInformation privacyEconometricsComputer securityService (business)BusinessEconomicsFinanceData miningMarketingAccountingPrivacy-Preserving Technologies in DataCryptography and Data SecurityStochastic Gradient Optimization Techniques