Exportar referência
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}
}