PORTFOLIO RHO-PRESENTATIVITY (Q5207490)

From MaRDI portal
Revision as of 07:51, 14 August 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q127345146, #quickstatements; #temporary_batch_1723616886801)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7147021
Language Label Description Also known as
English
PORTFOLIO RHO-PRESENTATIVITY
scientific article; zbMATH DE number 7147021

    Statements

    title
    PORTFOLIO RHO-PRESENTATIVITY (English)
    0 references
    author
    Tristan Froidure
    0 references
    Khalid Jalalzai
    0 references
    Yves Choueifaty
    0 references
    publication date
    2 January 2020
    0 references
    zbMATH Keywords
    portfolio construction
    0 references
    correlation optimization
    0 references
    constraints
    0 references
    representative portfolios
    0 references
    diversification
    0 references
    maximally rho-presentative portfolios
    0 references
    optimized portfolio stability
    0 references
    long-only eigenvalues
    0 references

    Identifiers

    zbMATH DE Number
    7147021
    0 references
    OpenAlex ID
    W3121157202
    0 references
    Wikidata QID
    Q127345146
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5207490&oldid=37587054"
    Powered by MediaWiki