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, }