Licheng Zhao, Daniel P. Palomar. A Markowitz Portfolio Approach to Options Trading. IEEE Transactions on Signal Processing, 66(16):4223-4238, 2018. [doi]
@article{ZhaoP18a,
title = {A Markowitz Portfolio Approach to Options Trading},
author = {Licheng Zhao and Daniel P. Palomar},
year = {2018},
doi = {10.1109/TSP.2018.2849733},
url = {https://doi.org/10.1109/TSP.2018.2849733},
researchr = {https://researchr.org/publication/ZhaoP18a},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {66},
number = {16},
pages = {4223-4238},
}