The benefits of differential variance-based constraints in portfolio optimization (Q2514708): Difference between revisions
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Revision as of 23:49, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The benefits of differential variance-based constraints in portfolio optimization |
scientific article |
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The benefits of differential variance-based constraints in portfolio optimization (English)
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3 February 2015
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mean-variance analysis
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portfolio optimization
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portfolio constraints
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estimation error
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