A combinatorial optimization approach to scenario filtering in portfolio selection (Q2146965)
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scientific article; zbMATH DE number 7546480
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|---|---|---|---|
| default for all languages | No label defined |
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| English | A combinatorial optimization approach to scenario filtering in portfolio selection |
scientific article; zbMATH DE number 7546480 |
Statements
A combinatorial optimization approach to scenario filtering in portfolio selection (English)
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22 June 2022
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mean-variance optimization
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portfolio selection
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filtering methods
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mixed integer quadratic programming
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0.8239830732345581
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0.7553413510322571
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0.7405138611793518
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0.7403294444084167
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