Fast quadratic programming for mean-variance portfolio optimisation (Q2226482)
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scientific article; zbMATH DE number 7307558
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fast quadratic programming for mean-variance portfolio optimisation |
scientific article; zbMATH DE number 7307558 |
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Fast quadratic programming for mean-variance portfolio optimisation (English)
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8 February 2021
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quadratic programming
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vectorisation
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portfolio optimisation
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algorithmic efficiency
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0.8005859851837158
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0.7973211407661438
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0.7828019857406616
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0.7657804489135742
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0.762308657169342
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