Direct data-driven portfolio optimization with guaranteed...

Automatica 2013 / 2 Vol. 49; Iss. 2

Direct data-driven portfolio optimization with guaranteed shortfall probability

Calafiore, Giuseppe Carlo
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Volume:
49
Language:
english
Journal:
Automatica
DOI:
10.1016/j.automatica.2012.11.012
Date:
February, 2013
File:
PDF, 720 KB
english, 2013
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