An optimization-diversification approach to portfolio selection (Q2301189)
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scientific article; zbMATH DE number 7175973
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An optimization-diversification approach to portfolio selection |
scientific article; zbMATH DE number 7175973 |
Statements
An optimization-diversification approach to portfolio selection (English)
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28 February 2020
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portfolio optimization
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risk diversification
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risk parity
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pseudo-Boolean optimization
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0.8202343583106995
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0.8067528009414673
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0.7947227954864502
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0.7855198383331299
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0.7774248123168945
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