An efficient DC programming approach for portfolio decision with higher moments

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Publication:409263

DOI10.1007/s10589-010-9383-xzbMath1237.90186OpenAlexW2038323532MaRDI QIDQ409263

Yi-Shuai Niu, Tao Pham Dinh

Publication date: 12 April 2012

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-010-9383-x




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