On the role of norm constraints in portfolio selection (Q645500): Difference between revisions

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Latest revision as of 15:17, 4 July 2024

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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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