pdlug optimization [10 articles]
Journal of Portfolio Management, (1992), pp. 7-19.
Annals of Operations Research, Vol. 152, No. 1. (July 2007), pp. 376-394.
(2001)
(17 Dec 2007)
Computer Methods in Applied Mechanics and Engineering, Vol. 196, No. 33-34. (1 July 2007), pp. 3190-3218.
The Journal of Finance, Vol. 7, No. 1. (1952), pp. 77-91.
(27 April 2005)
Journal of Risk (December 2004)
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