Year 2014
Authors YU-MIN YEN
Paper Title Yu-Min Yen*;Tso-Jung Yen, 2014.08, 'Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms, ' Computational Statistics and Data Analysis, Vol.76, pp.737-759.(SCI)(*為通訊作者)
Vol.No 405708
Date of Publication 2014-08-01
Reference URL http://nccur.lib.nccu.edu.tw/handle/140.119/71616