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

Conference paper (2013)

Authors

K Slavakis External organisation
G.J.T. Leus Signal Processing Systems - EEMCS
Geert Leus Signal Processing Systems - EEMCS
G. Leus Signal Processing Systems - EEMCS
GB Giannakis External organisation
Research Group
Signal Processing Systems (EEMCS) (TU Delft)
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Published Date

2013

Language

English

Reuse Rights

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Microelectronics

Research Group

Signal Processing Systems

Abstract

ISSN : 1520-6149
INSPEC Accession Number: 13859597