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"An efficient DC programming approach for portfolio decision with higher ..."

Tao Pham Dinh, Yi-Shuai Niu (2011)

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DOI: 10.1007/S10589-010-9383-X

access: closed

type: Journal Article

metadata version: 2020-07-14

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Tao Pham Dinh, Yi-Shuai Niu:
An efficient DC programming approach for portfolio decision with higher moments. Comput. Optim. Appl. 50(3): 525-554 (2011)

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