Subject
Condensed Matter Physics,Statistics and Probability
Cited by
5 articles.
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1. Efficient Subset Selection in Large-Scale Portfolio with Singular Covariance Matrix;Lecture Notes in Electrical Engineering;2013-09-24
2. The admissible portfolio selection problem with transaction costs and an improved PSO algorithm;Physica A: Statistical Mechanics and its Applications;2010-05
3. A mean-VaR analysis of arbitrage arbitrage portfolios;2009 IEEE International Conference on Intelligent Computing and Intelligent Systems;2009-11
4. On Optimal Risk/Return-Efficient Arbitrage Portfolio;2009 International Conference on Business Intelligence and Financial Engineering;2009-07
5. Arbitrage Strategy Based on Arbitrage Profitability Index;2009 First International Workshop on Education Technology and Computer Science;2009