Cardinality-constrained risk parity portfolios (Q2140363)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cardinality-constrained risk parity portfolios |
scientific article |
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Cardinality-constrained risk parity portfolios (English)
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20 May 2022
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integer programming
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conic optimization
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portfolio optimization
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risk parity
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cardinality constraints
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