Picking winners: Diversification through portfolio optimization

10.1111/poms.14013

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Bibliographic Details
Main Authors: Liu, Ju, Liu, Changchun, Teo, Chung Piaw
Other Authors: INST OF OPERATIONS RESEARCH & ANALYTICS
Format: Article
Published: Wiley 2023
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Online Access:https://scholarbank.nus.edu.sg/handle/10635/238938
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Institution: National University of Singapore
id sg-nus-scholar.10635-238938
record_format dspace
spelling sg-nus-scholar.10635-2389382024-11-14T05:05:39Z Picking winners: Diversification through portfolio optimization Liu, Ju Liu, Changchun Teo, Chung Piaw INST OF OPERATIONS RESEARCH & ANALYTICS Mr Changchun Liu Picking winners problem conic reformulation convex relaxation mixed 0-1 semidefinite program sports betting pool daily fantasy sport 10.1111/poms.14013 Production and Operations Management 2023-04-24T02:04:47Z 2023-04-24T02:04:47Z 2023-04-19 2023-04-22T01:20:43Z Article Liu, Ju, Liu, Changchun, Teo, Chung Piaw (2023-04-19). Picking winners: Diversification through portfolio optimization. Production and Operations Management. ScholarBank@NUS Repository. https://doi.org/10.1111/poms.14013 1059-1478 1937-5956 https://scholarbank.nus.edu.sg/handle/10635/238938 Wiley Elements
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Picking winners problem
conic reformulation
convex relaxation
mixed 0-1 semidefinite program
sports betting pool
daily fantasy sport
spellingShingle Picking winners problem
conic reformulation
convex relaxation
mixed 0-1 semidefinite program
sports betting pool
daily fantasy sport
Liu, Ju
Liu, Changchun
Teo, Chung Piaw
Picking winners: Diversification through portfolio optimization
description 10.1111/poms.14013
author2 INST OF OPERATIONS RESEARCH & ANALYTICS
author_facet INST OF OPERATIONS RESEARCH & ANALYTICS
Liu, Ju
Liu, Changchun
Teo, Chung Piaw
format Article
author Liu, Ju
Liu, Changchun
Teo, Chung Piaw
author_sort Liu, Ju
title Picking winners: Diversification through portfolio optimization
title_short Picking winners: Diversification through portfolio optimization
title_full Picking winners: Diversification through portfolio optimization
title_fullStr Picking winners: Diversification through portfolio optimization
title_full_unstemmed Picking winners: Diversification through portfolio optimization
title_sort picking winners: diversification through portfolio optimization
publisher Wiley
publishDate 2023
url https://scholarbank.nus.edu.sg/handle/10635/238938
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