Mining Matrix Data with Bregman Matrix Divergences for Portfolio Selection (Q5325905): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-3-642-30232-9_15 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2102714712 / rank | |||
Normal rank | |||
Latest revision as of 23:53, 19 March 2024
scientific article; zbMATH DE number 6192995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mining Matrix Data with Bregman Matrix Divergences for Portfolio Selection |
scientific article; zbMATH DE number 6192995 |
Statements
Mining Matrix Data with Bregman Matrix Divergences for Portfolio Selection (English)
0 references
31 July 2013
0 references
divergence
0 references
Bregman matrix
0 references
portfolio selection
0 references
risk premia
0 references
mean-variance model
0 references
certainty equivalent
0 references
