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]
@inproceedings{MaguireMOMKM14,
title = {Maximizing positive porfolio diversification},
author = {Phil Maguire and Philippe Moser and Kieran O'Reilly and Conor McMenamin and Robert Kelly and Rebecca Maguire},
year = {2014},
doi = {10.1109/CIFEr.2014.6924070},
url = {http://dx.doi.org/10.1109/CIFEr.2014.6924070},
researchr = {https://researchr.org/publication/MaguireMOMKM14},
cites = {0},
citedby = {0},
pages = {174-181},
booktitle = {IEEE Conference on Computational Intelligence for Financial Engineering & Economics, CIFEr 2014, London, UK, March 27-28, 2014},
publisher = {IEEE},
}