A new approach for worst-case regret portfolio optimization problem (Q2321628)
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scientific article; zbMATH DE number 7097869
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| English | A new approach for worst-case regret portfolio optimization problem |
scientific article; zbMATH DE number 7097869 |
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A new approach for worst-case regret portfolio optimization problem (English)
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23 August 2019
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portfolio optimization
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worst-case regret
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robust optimization
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linearization
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reformulation
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0.9484088
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0.9049039
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0.90428084
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0.8924945
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0.89242876
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0.88909686
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0.8844904
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0.87516683
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