Online robust portfolio risk management using total least-squares and parallel splitting algorithms

Slavakis, K; Leus, Geert J.T.; Giannakis, GB

Online robust portfolio risk management using total least-squares and parallel splitting algorithms

Conference paper (2013)

Authors

K Slavakis External organisation

Geert J.T. Leus Signal Processing Systems

GB Giannakis External organisation

Research Group

Signal Processing Systems

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Published Date

2013

Language

English

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Research Group

Signal Processing Systems

Abstract

ISSN : 1520-6149
INSPEC Accession Number: 13859597

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