Picking winners: Diversification through portfolio optimization

Picking winners: Diversification through portfolio optimization

10.1111/poms.14013

Saved in:
Bibliographic Details
Main Authors: Liu, Ju, Liu, Changchun, Teo, Chung Piaw
Other Authors: INST OF OPERATIONS RESEARCH & ANALYTICS
Format: Article
Published: Wiley 2023
Subjects:
Picking winners problem
conic reformulation
convex relaxation
mixed 0-1 semidefinite program
sports betting pool
daily fantasy sport
Online Access:https://scholarbank.nus.edu.sg/handle/10635/238938
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore

Internet

https://scholarbank.nus.edu.sg/handle/10635/238938

Similar Items