A Semidefinite Programming Approach to Portfolio Optimization

AuthID
P-00F-X0G
3
Author(s)
Wiesemann, W
·
Rustem, B
Document Type
Book
Year published
2011
Published
in Computer Aided Chemical Engineering, ISSN: 1570-7946
Volume: 29, Pages: 472-476
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Publication Identifiers
Scopus: 2-s2.0-79958839863
Source Identifiers
ISSN: 1570-7946
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