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Maximizing positive porfolio diversification

Phil Maguire, Philippe Moser, Kieran O'Reilly, Conor McMenamin, Robert Kelly, Rebecca Maguire. Maximizing positive porfolio diversification. In IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014. pages 174-181, IEEE, 2014. [doi]

Authors

Phil Maguire

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Philippe Moser

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Kieran O'Reilly

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Conor McMenamin

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Robert Kelly

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Rebecca Maguire

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