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"Application of Portfolio Optimization to Achieve Persistent Time Series."

Ádám Zlatniczki, András Telcs (2024)

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DOI: 10.1007/S10957-024-02426-1

access: open

type: Journal Article

metadata version: 2024-06-08

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  - journals/jota/ZlatniczkiT24
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  - https://dblp.org/rec/journals/jota/ZlatniczkiT24
Ádám Zlatniczki, András Telcs:
Application of Portfolio Optimization to Achieve Persistent Time Series. J. Optim. Theory Appl. 201(2): 932-954 (2024)

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