Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Subject FORMULATION
Showing results 11 to 12 of 12
| Sparse and robust portfolio selection via semi-definite relaxation Lee, Yongjae; Kim, Min Jeong; Kim, Jang Ho; Jang, Ju Ri; Kim, Woo Chang, JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, v.71, no.5, pp.687 - 699, 2020-05 |
| 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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