On the role of norm constraints in portfolio selection (Q645500): Difference between revisions
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Revision as of 02:59, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On the role of norm constraints in portfolio selection |
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On the role of norm constraints in portfolio selection (English)
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15 November 2011
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portfolio optimization
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norm constraint
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robust portfolio
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tracking portfolio
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CVar (conditional value-at-risk)
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