Regularized robust optimization: the optimal portfolio execution case (Q2376119): Difference between revisions
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Revision as of 17:06, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularized robust optimization: the optimal portfolio execution case |
scientific article |
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Regularized robust optimization: the optimal portfolio execution case (English)
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26 June 2013
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robust optimization
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estimation errors
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portfolio optimization
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price impact
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