"Online robust portfolio risk management using total least-squares and ..."

Konstantinos Slavakis, Geert Leus, Georgios B. Giannakis (2013)

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DOI: 10.1109/ICASSP.2013.6638753

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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Konstantinos Slavakis, Geert Leus, Georgios B. Giannakis:
Online robust portfolio risk management using total least-squares and parallel splitting algorithms. ICASSP 2013: 5686-5690

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