Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (Q2514719): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2013.06.023 / rank
 
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Latest revision as of 16:08, 9 July 2024

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Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection
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    Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection (English)
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    3 February 2015
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    mean-variance
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    fraud detection
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    optimal portfolio
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    correlation constraints
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