Adaptive Improved Portfolio Sharpe Ratio Maximization with Diversification - researchr publication bibtex

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Xiaohui Yu, Lei Xu. Adaptive Improved Portfolio Sharpe Ratio Maximization with Diversification. In IJCNN (5). pages 472-478, 2000. [doi]

@inproceedings{YuX00,
  title = {Adaptive Improved Portfolio Sharpe Ratio Maximization with Diversification},
  author = {Xiaohui Yu and Lei Xu},
  year = {2000},
  url = {http://csdl.computer.org/comp/proceedings/ijcnn/2000/0619/04/06194472abs.htm},
  researchr = {https://researchr.org/publication/YuX00},
  cites = {0},
  citedby = {0},
  pages = {472-478},
  booktitle = {IJCNN (5)},
}

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