Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (Q2267663)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming |
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Large-scale MV efficient frontier computation via a procedure of parametric quadratic programming (English)
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1 March 2010
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bi-criterion
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portfolio selection
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parametric quadratic programming
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efficient frontiers
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dense covariance matrices
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large-scale
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hyperbolic segments
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