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"Usage of Cholesky Decomposition in order to Decrease the Nonlinear ..."

Hamid Siaby-Serajehlo et al. (2016)

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DOI: 10.1155/2016/7828071

access: open

type: Journal Article

metadata version: 2021-10-14

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Hamid Siaby-Serajehlo, Mohsen Rostamy-Malkhalifeh, F. Hosseinzadeh Lotfi, Mohammad Hassan Behzadi:
Usage of Cholesky Decomposition in order to Decrease the Nonlinear Complexities of Some Nonlinear and Diversification Models and Present a Model in Framework of Mean-Semivariance for Portfolio Performance Evaluation. Adv. Oper. Res. 2016: 7828071:1-7828071:9 (2016)

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