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1 Ergebnisse
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Sparse and robust portfolio selection via semi-definite rel..:
Lee, Yongjae
;
Kim, Min Jeong
;
Kim, Jang Ho
..
Journal of the Operational Research Society. 71 (2019) 5 - p. 687-699 , 2019
Link:
https://doi.org/10.1080/01605682.2019.1581408
RT Journal T1 <Title>Sparse and robust portfolio selection via semi-definite relaxation</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1080_01605682.2019.1581408&Exemplar=1&LAN=DE A1 Lee, Yongjae A1 Kim, Min Jeong A1 Kim, Jang Ho A1 Jang, Ju Ri A1 Chang Kim, Woo PB Informa UK Limited YR 2019 SN 0160-5682 SN 1476-9360 JF Journal of the Operational Research Society VO 71 IS 5 SP 687 OP 699 LK http://dx.doi.org/https://doi.org/10.1080/01605682.2019.1581408 DO https://doi.org/10.1080/01605682.2019.1581408 SF ELIB - SuUB Bremen
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