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http://purl.org/net/nknouf/ns/bibtex#Article +
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https://doi.org/10.1080/01605682.2019.1581408 +
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https://doi.org/10.1080/01605682.2019.1581408 +
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https://dblp.org/db/journals/jors/jors71 +
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5
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687-699
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https://doi.org/10.1080/01605682.2019.1581408 +
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J. Oper. Res. Soc.
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J. Oper. Res. Soc.
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71
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5
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Sparse and robust portfolio selection via semi-definite relaxation.
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2020
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https://doi.org/10.1080/01605682.2019.1581408 +
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Yongjae Lee et al.: Sparse and robust portfolio selection via semi-definite relaxation. (2020)
|
