Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052)
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scientific article; zbMATH DE number 6955256
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| English | Portfolio selection problems with Markowitz's mean-variance framework: a review of literature |
scientific article; zbMATH DE number 6955256 |
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Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (English)
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16 October 2018
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portfolio selection
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mean-variance model
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dynamic optimization
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fuzzy optimization
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robust optimization
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0.844833254814148
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0.8183369636535645
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0.8101298213005066
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0.8085417747497559
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0.7998985052108765
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