Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713)

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Linear vs. quadratic portfolio selection models with hard real-world constraints
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    Linear vs. quadratic portfolio selection models with hard real-world constraints (English)
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    24 July 2015
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    mixed integer linear and quadratic programming
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    portfolio performance
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    conditional value-at-risk
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    mean-variance
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    mean semi-absolute deviation
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