Effectiveness of iterative asset selection based on bordered hessian for portfolio optimization problems

Yoshiko Hanada, Yukiko Orito, Yuji Nakagawa. Effectiveness of iterative asset selection based on bordered hessian for portfolio optimization problems. In 2017 IEEE International Conference on Systems, Man, and Cybernetics, SMC 2017, Banff, AB, Canada, October 5-8, 2017. pages 2040-2044, IEEE, 2017. [doi]

Authors

Yoshiko Hanada

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Yukiko Orito

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Yuji Nakagawa

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