Picking winners : diversification through portfolio optimization
Ju Liu, Changchun Liu, Chung Piaw Teo
| Year of publication: |
2023
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|---|---|
| Authors: | Liu, Ju ; Changchun, Liu ; Teo, Chung-Piaw |
| Published in: |
Production and operations management : the flagship research journal of the Production and Operations Management Society. - London : Sage Publications, ISSN 1937-5956, ZDB-ID 2151364-8. - Vol. 32.2023, 9, p. 2864-2884
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| Subject: | conic reformulation | convex relaxation | daily fantasy sport | mixed 0-1 semidefinite program | picking winners problem | sports betting pool | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Sport | Sports | Glücksspiel | Gambling | Diversifikation | Diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/poms.14013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014369476