Ming-Yang Kao, Andreas Nolte, Stephen R. Tate
The risk profile problem for stock portfolio optimization
STOC, 2000.
@inproceedings{STOC-2000-KaoNT,
author = "Ming-Yang Kao and Andreas Nolte and Stephen R. Tate",
booktitle = "{Proceedings of the 32nd Annual ACM Symposium on Theory of Computing}",
doi = "10.1145/335305.335333",
isbn = "1-58113-184-4",
pages = "228--234",
publisher = "{ACM}",
title = "{The risk profile problem for stock portfolio optimization}",
year = 2000,
}











