Staff – University of Copenhagen

Feature selection for portfolio optimization

Research output: Contribution to journalJournal articleResearchpeer-review

Documents

Thomas Trier Bjerring, Omry Ross, Alex Weissensteiner

Original languageEnglish
JournalAnnals of Operations Research
Volume256
Issue number1
Pages (from-to)21-40
Number of pages20
ISSN0254-5330
DOIs
Publication statusPublished - Sep 2017

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