Applied Mathematics and Computation · 2010 · 13 citations · 3 references
Risk ConstraintsPortfolio OptimizationAsset PricingPortfolio SelectionManagementBusinessFinancial EngineeringPortfolio AllocationStatisticsFinancePortfolio Choice
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Xiaoqiang Cai, Kok Lay Teo, Xiaoqi Yang et al. · Management Science · 2000 · 135 citations
Mathematical Programming, Portfolio Optimization, Financial Economics +15