Yanwu Liu, Zhongzhen Zhang, Feng Xiong, Liu Fang. A Parametric Algorithm for Long-Short Portfolio Optimization. In Proceedings of the International Workshop on Knowledge Discovery and Data Mining, WKDD 2008, Adelaide, Australia, 23-24 January 2008. pages 279-282, IEEE Computer Society, 2008. [doi]
@inproceedings{LiuZXF08,
title = {A Parametric Algorithm for Long-Short Portfolio Optimization},
author = {Yanwu Liu and Zhongzhen Zhang and Feng Xiong and Liu Fang},
year = {2008},
doi = {10.1109/WKDD.2008.97},
url = {http://doi.ieeecomputersociety.org/10.1109/WKDD.2008.97},
tags = {optimization},
researchr = {https://researchr.org/publication/LiuZXF08},
cites = {0},
citedby = {0},
pages = {279-282},
booktitle = {Proceedings of the International Workshop on Knowledge Discovery and Data Mining, WKDD 2008, Adelaide, Australia, 23-24 January 2008},
publisher = {IEEE Computer Society},
}