No label defined (Q3925818)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
1981
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sparsity
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large portfolio optimization
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mean-variance portfolio selection
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parametric quadratic program
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additional variables
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piecewise linear transactions costs
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lower bounds
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upper bounds
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estimation of covariances
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