A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295): Difference between revisions
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Latest revision as of 01:04, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions |
scientific article |
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A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (English)
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7 November 2022
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portfolio selection
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uncertain programming
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enhanced index tracking model
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uncertainty theory
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