Power mapping with dynamical adjustment for improved portfolio optimization (Q5189719)
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scientific article; zbMATH DE number 5680129
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power mapping with dynamical adjustment for improved portfolio optimization |
scientific article; zbMATH DE number 5680129 |
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Power mapping with dynamical adjustment for improved portfolio optimization (English)
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11 March 2010
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econophysics
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correlation structures
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dynamic models
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financial markets
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Monte Carlo methods
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numerical simulation
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portfolio optimization
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