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A Semidefinite Programming Approach to Portfolio Optimization
AuthID
P-00F-X0G
3
Author(s)
Fonseca, RJ
·
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
DOI
:
10.1016/b978-0-444-53711-9.50095-x
Scopus
: 2-s2.0-79958839863
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ISSN
: 1570-7946
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