Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (Q2044819)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate |
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Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate (English)
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10 August 2021
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CCMV model
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short selling
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risk neutral
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quadratic optimization
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