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Sparse and robust portfolio selection via semi-definite relaxation = 반 확정 완화 기법을 통한 희소-강건 포트폴리오 최적화link Jang, Ju Ri; 장주리; et al, 한국과학기술원, 2016 |
Sparse tangent portfolio selection via semi-definite relaxation Kim, Min Jeong; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang, OPERATIONS RESEARCH LETTERS, v.44, no.4, pp.540 - 543, 2016-07 |
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