Robust enhanced indexation optimization with sparse industry Layout constraint (Q6065610): Difference between revisions

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+An evolutionary heuristic for the index tracking problem.
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+Fast Alternating Direction Optimization Methods
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+Q4864293
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+Mean-CVaR portfolio selection: a nonparametric estimation framework
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+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
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+Publication:6065610