An efficient DC programming approach for portfolio decision with higher moments
| Year of publication: |
2011
|
|---|---|
| Authors: | Dinh, Tao Pham ; Niu, Yi-Shuai |
| Published in: |
Computational Optimization and Applications. - Springer. - Vol. 50.2011, 3, p. 525-554
|
| Publisher: |
Springer |
| Subject: | DC programming | DCA | Polynomial optimization | Higher moment portfolio |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009404455