Feature selection for portfolio optimization

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Standard

Feature selection for portfolio optimization. / Bjerring, Thomas Trier; Ross, Omry; Weissensteiner, Alex.

I: Annals of Operations Research, Bind 256, Nr. 1, 09.2017, s. 21-40.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Bjerring, TT, Ross, O & Weissensteiner, A 2017, 'Feature selection for portfolio optimization', Annals of Operations Research, bind 256, nr. 1, s. 21-40. https://doi.org/10.1007/s10479-016-2155-y

APA

Bjerring, T. T., Ross, O., & Weissensteiner, A. (2017). Feature selection for portfolio optimization. Annals of Operations Research, 256(1), 21-40. https://doi.org/10.1007/s10479-016-2155-y

Vancouver

Bjerring TT, Ross O, Weissensteiner A. Feature selection for portfolio optimization. Annals of Operations Research. 2017 sep.;256(1):21-40. https://doi.org/10.1007/s10479-016-2155-y

Author

Bjerring, Thomas Trier ; Ross, Omry ; Weissensteiner, Alex. / Feature selection for portfolio optimization. I: Annals of Operations Research. 2017 ; Bind 256, Nr. 1. s. 21-40.

Bibtex

@article{b754ea71b9874d78a83d003bcde70406,
title = "Feature selection for portfolio optimization",
author = "Bjerring, {Thomas Trier} and Omry Ross and Alex Weissensteiner",
year = "2017",
month = sep,
doi = "10.1007/s10479-016-2155-y",
language = "English",
volume = "256",
pages = "21--40",
journal = "Annals of Operations Research",
issn = "0254-5330",
publisher = "Springer",
number = "1",

}

RIS

TY - JOUR

T1 - Feature selection for portfolio optimization

AU - Bjerring, Thomas Trier

AU - Ross, Omry

AU - Weissensteiner, Alex

PY - 2017/9

Y1 - 2017/9

U2 - 10.1007/s10479-016-2155-y

DO - 10.1007/s10479-016-2155-y

M3 - Journal article

VL - 256

SP - 21

EP - 40

JO - Annals of Operations Research

JF - Annals of Operations Research

SN - 0254-5330

IS - 1

ER -

ID: 160969857