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"Usage of Cholesky Decomposition in order to Decrease the Nonlinear ..."
Hamid Siaby-Serajehlo et al. (2016)
- Hamid Siaby-Serajehlo, Mohsen Rostamy-Malkhalifeh, F. Hosseinzadeh Lotfi
, Mohammad Hassan Behzadi
:
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. Adv. Oper. Res. 2016: 7828071:1-7828071:9 (2016)
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