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.
Hamid Siaby-SerajehloMohsen Rostamy-MalkhalifehF. Hosseinzadeh LotfiMohammad Hassan BehzadiPublished in: Adv. Oper. Res. (2016)
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