On the impact of semidefinite positive correlation measures in portfolio theory (Q256678)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the impact of semidefinite positive correlation measures in portfolio theory |
scientific article |
Statements
On the impact of semidefinite positive correlation measures in portfolio theory (English)
0 references
9 March 2016
0 references
concordance measure
0 references
dimensionality reduction
0 references
large scale portfolio selection
0 references
reward measure
0 references
semidefinite positive association measure
0 references
0 references