Data-driven portfolio management with quantile constraints (Q2516641): Difference between revisions
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Revision as of 21:30, 19 March 2024
scientific article
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English | Data-driven portfolio management with quantile constraints |
scientific article |
Statements
Data-driven portfolio management with quantile constraints (English)
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3 August 2015
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data-driven optimization
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quantile constraints
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iterative algorithm
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