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]