Stochastic regularization for the mean-variance allocation scheme (Q5234343)
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scientific article; zbMATH DE number 7110467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic regularization for the mean-variance allocation scheme |
scientific article; zbMATH DE number 7110467 |
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Stochastic regularization for the mean-variance allocation scheme (English)
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26 September 2019
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portfolio allocation
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portfolio optimization
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tactical asset allocation
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covariance
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Markowitz theory
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