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~person:"Rhee, Thomas"
~person:"Wu, Baiyi"
~subject:"Portfolio-Management"
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Portfolio-Management
Quadratic programming
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Rhee, Thomas
Wu, Baiyi
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Asia-Pacific journal of financial studies
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European journal of operational research : EJOR
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Endogeneity of return parameters and portfolio selection : an analysis on implied covariances
Park, Koohyun
;
Rhee, Thomas
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
5
,
pp. 760-789
Persistent link: https://www.econbiz.de/10011779403
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2
New reformulations for probabilistically constrained quadratic programs
Hsia, Yong
;
Wu, Baiyi
;
Li, Duan
- In:
European journal of operational research : EJOR
233
(
2014
)
3
,
pp. 550-556
Persistent link: https://www.econbiz.de/10010228240
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