Direct data-driven portfolio optimization with guaranteed shortfall probability

✍ Scribed by Calafiore, Giuseppe Carlo

• Book ID: 120536324
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 720 KB
• Volume: 49
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/j.automatica.2012.11.012