Relative Robust Portfolio Optimization (2013)

First Author: Hauser R

Attributed to: Structured Sparsity Methods in Machine Learning an Convex Optimisation funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1305.0144

Publication URI: https://arxiv.org/abs/1305.0144

Type: Preprint