A linear matrix inequalities approach to robust mean-semivariance portfolio optimization (2002)
Costa, Oswaldo Luiz do Valle 
; Nabholz, Rodrigo de Barros
Source: Computational Methods in Decision-Making, Economics and Finance. Unidade: EP
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ABNT
COSTA, Oswaldo Luiz do Valle e NABHOLZ, Rodrigo de Barros. A linear matrix inequalities approach to robust mean-semivariance portfolio optimization. Computational Methods in Decision-Making, Economics and Finance. Tradução . Dordrecht: Kluwer Academic Publishers, 2002. p. 89-107. . Acesso em: 25 maio 2024.APA
Costa, O. L. do V., & Nabholz, R. de B. (2002). A linear matrix inequalities approach to robust mean-semivariance portfolio optimization. In Computational Methods in Decision-Making, Economics and Finance (p. 89-107). Dordrecht: Kluwer Academic Publishers.NLM
Costa OL do V, Nabholz R de B. A linear matrix inequalities approach to robust mean-semivariance portfolio optimization. In: Computational Methods in Decision-Making, Economics and Finance. Dordrecht: Kluwer Academic Publishers; 2002. p. 89-107.[citado 2024 maio 25 ]Vancouver
Costa OL do V, Nabholz R de B. A linear matrix inequalities approach to robust mean-semivariance portfolio optimization. In: Computational Methods in Decision-Making, Economics and Finance. Dordrecht: Kluwer Academic Publishers; 2002. p. 89-107.[citado 2024 maio 25 ]
