Feature selection for portfolio optimization

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Originalsprog	Engelsk
Tidsskrift	Annals of Operations Research
Vol/bind	256
Udgave nummer	1
Sider (fra-til)	21-40
Antal sider	20
ISSN	0254-5330
DOI	https://doi.org/10.1007/s10479-016-2155-y
Status	Udgivet - sep. 2017

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@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",

}