Combined forecasts in portfolio optimization: a generalized approach (Q1762047): Difference between revisions
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Revision as of 20:36, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combined forecasts in portfolio optimization: a generalized approach |
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Combined forecasts in portfolio optimization: a generalized approach (English)
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15 November 2012
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multiple objective programming
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risk management
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global optimization
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portfolio optimization
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conic scalarization
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F-MSG algorithm
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