Equal Risk Bounding is better than Risk Parity for portfolio selection.
- Published in:
- Journal of Global Optimization, 2017, v. 68, n. 2, p. 439, doi. 10.1007/s10898-016-0477-6
- By:
- Publication type:
- Article
Works matching IS 09255001 AND DT 2017 AND VI 68 AND IP 2
Results: 11
1
2
Matrix product constraints by projection methods.
- Published in:
- Journal of Global Optimization, 2017, v. 68, n. 2, p. 329, doi. 10.1007/s10898-016-0466-9
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- Publication type:
- Article
3
Solving discrete linear bilevel optimization problems using the optimal value reformulation.
- Published in:
- Journal of Global Optimization, 2017, v. 68, n. 2, p. 255, doi. 10.1007/s10898-016-0478-5
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- Publication type:
- Article
4
Self-concordance is NP-hard.
- Published in:
- Journal of Global Optimization, 2017, v. 68, n. 2, p. 357, doi. 10.1007/s10898-016-0469-6
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- Publication type:
- Article
5
Accelerated parallel and distributed algorithm using limited internal memory for nonnegative matrix factorization.
- Published in:
- Journal of Global Optimization, 2017, v. 68, n. 2, p. 307, doi. 10.1007/s10898-016-0471-z
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- Publication type:
- Article
6
Chebyshev model arithmetic for factorable functions.
- Published in:
- Journal of Global Optimization, 2017, v. 68, n. 2, p. 413, doi. 10.1007/s10898-016-0474-9
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- Publication type:
- Article
7
Kantorovich's theorem on Newton's method under majorant condition in Riemannian manifolds.
- Published in:
- Journal of Global Optimization, 2017, v. 68, n. 2, p. 387, doi. 10.1007/s10898-016-0472-y
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- Publication type:
- Article
8
Cubic-regularization counterpart of a variable-norm trust-region method for unconstrained minimization.
- Published in:
- Journal of Global Optimization, 2017, v. 68, n. 2, p. 367, doi. 10.1007/s10898-016-0475-8
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- Publication type:
- Article
9
A hybrid discretization algorithm with guaranteed feasibility for the global solution of semi-infinite programs.
- Published in:
- Journal of Global Optimization, 2017, v. 68, n. 2, p. 227, doi. 10.1007/s10898-016-0476-7
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- Publication type:
- Article
10
Erratum to: An integer linear programming formulation and heuristics for the minmax relative regret robust shortest path problem.
- Published in:
- 2017
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- Publication type:
- Erratum
11
Measuring centrality and dispersion in directional datasets: the ellipsoidal cone covering approach.
- Published in:
- Journal of Global Optimization, 2017, v. 68, n. 2, p. 279, doi. 10.1007/s10898-016-0464-y
- By:
- Publication type:
- Article