Gera Imre and Bánhelyi Balázs and London András:
Testing the Markowitz Portfolio Optimization Method with Filtered Correlation Matrices.
In:
Middle-European Conference on Applied Theoretical Computer Science (MATCOS 2016).
Institut Jožef Stefan, Ljubljana, pp. 44-47.
(2016)
ISBN 9789612641047
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| Item Type: | Book Section | |||
| Date: | 2016 | |||
| Number of Pages: | 4 | |||
| Page Range: | pp. 44-47 | |||
| ISBN: | 9789612641047 | |||
| Publisher: | Institut Jožef Stefan | |||
| Place of Publication: | Ljubljana | |||
| Faculty/Unit: | Faculty of Science and Informatics | |||
| Institution: | University of Szeged (2000-) | |||
| Language: | English | |||
| MTMT rekordazonosító: | 3248069 | |||
| DOI azonosító: | https://doi.org/10.13140/RG.2.2.20058.13764 | |||
| Date Deposited: | 2019. Dec. 19. 15:38 | |||
| Last Modified: | 2019. Dec. 19. 15:38 | |||
| URI: | http://publicatio.bibl.u-szeged.hu/id/eprint/17724 |
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