[IEEE 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - Singapore, Singapore (2013.04.16-2013.04.19)] 2013 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - DynOpt: Incorporating dynamics into mean-variance portfolio optimization
Signoretto, Marco, Suykens, Johan A. K.Year:
2013
Language:
english
DOI:
10.1109/cifer.2013.6611696
File:
PDF, 232 KB
english, 2013