Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980): Difference between revisions

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Latest revision as of 12:18, 1 July 2024

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Portfolio selection under possibilistic mean-variance utility and a SMO algorithm
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    Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (English)
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    30 April 2009
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    possibilistic distribution
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    portfolio selection
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    mean-variance utility
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    parametric quadratic programming
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    sequential minimal optimization (SMO)
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