An LMIs Method for the Mean-Variance Model of Portfolio Selection

التفاصيل البيبلوغرافية
العنوان: An LMIs Method for the Mean-Variance Model of Portfolio Selection
المؤلفون: Zhao, Shengmin, Wu, Wenchao, Xia, Liang
المصدر: 2009 International Conference on Management and Service Science Management and Service Science, 2009. MASS '09. International Conference on. :1-4 Sep, 2009
Relation: 2009 International Conference on Management and Service Science (MASS)
قاعدة البيانات: IEEE Xplore Digital Library
الوصف
ردمك:9781424446384
9781424446391
DOI:10.1109/ICMSS.2009.5302232