Online robust portfolio risk management using total least-squares and parallel splitting algorithms
Conference Paper
(2013)
Author(s)
K Slavakis (External organisation)
G Leus (TU Delft - Signal Processing Systems)
GB Giannakis (External organisation)
Research Group
Signal Processing Systems
DOI related publication
https://doi.org/10.1109/ICASSP.2013.6638753
To reference this document use:
https://resolver.tudelft.nl/uuid:7a08b4ba-0bb6-4fde-b1fe-4afbaf58b367
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Publication Year
2013
Language
English
Research Group
Signal Processing Systems
Pages (from-to)
5686-5690
Abstract
ISSN : 1520-6149
INSPEC Accession Number: 13859597
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