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Publication details

Document type
Conference papers

Document subtype
Full paper , Full paper

Title
A Semidefinite Programming Approach to Portfolio Optimization

Participants in the publication
Raquel J. Fonseca (Author)
Dep. Estatística e Investigação Operacional
CMAFcIO - Centro de Matemática, Aplicações Fundamentais e Investigação Operacional
Wolfram Wiesemann (Author)
Berç Rustem (Author)

Refereeing
Yes

Date of Publication
2011

Event
Computer Aided Chemical Engineering,21st European Symposium on Computer Aided Process Engineering

Publication Identifiers
ISSN - 1570-7946
ISBN - 9780444538956

Publisher
Elsevier

Number of pages
4
Starting page
472
Last page
476

Document Identifiers
DOI - https://doi.org/10.1016/b978-0-444-53711-9.50095-x
URL - http://dx.doi.org/10.1016/b978-0-444-53711-9.50095-x


Export

APA
Raquel J. Fonseca, Wolfram Wiesemann, Berç Rustem, (2011). A Semidefinite Programming Approach to Portfolio Optimization. Computer Aided Chemical Engineering,21st European Symposium on Computer Aided Process Engineering, 472-476

IEEE
Raquel J. Fonseca, Wolfram Wiesemann, Berç Rustem, "A Semidefinite Programming Approach to Portfolio Optimization" in Computer Aided Chemical Engineering,21st European Symposium on Computer Aided Process Engineering, , 2011, pp. 472-476, doi: 10.1016/b978-0-444-53711-9.50095-x

BIBTEX
@InProceedings{39334, author = {Raquel J. Fonseca and Wolfram Wiesemann and Berç Rustem}, title = {A Semidefinite Programming Approach to Portfolio Optimization}, booktitle = {Computer Aided Chemical Engineering,21st European Symposium on Computer Aided Process Engineering}, year = 2011, pages = {472-476}, address = {}, publisher = {Elsevier} }