Usage of Cholesky Decomposition in order to Decrease the...

Usage of Cholesky Decomposition in order to Decrease the Nonlinear Complexities of Some Nonlinear and Diversification Models and Present a Model in Framework of Mean-Semivariance for Portfolio Performance Evaluation

Siaby-Serajehlo, H., Rostamy-Malkhalifeh, M., Hosseinzadeh Lotfi, F., Behzadi, M. H.
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Volume:
2016
Year:
2016
Language:
english
Journal:
Advances in Operations Research
DOI:
10.1155/2016/7828071
File:
PDF, 1.90 MB
english, 2016
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