Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930): Difference between revisions

@@ Property / author @@
-Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
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@@ Property / author @@
-Li, Duan
@@ Property / author: Li, Duan / rank @@
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@@ Property / author @@
+Shu-Shang Zhu
@@ Property / author: Shu-Shang Zhu / rank @@
+Normal rank
@@ Property / author @@
+Li, Duan
@@ Property / author: Li, Duan / rank @@
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+SeDuMi
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+RiskMetrics
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+https://doi.org/10.1016/j.jedc.2014.08.015
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