Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solving cardinality constrained mean-variance portfolio problems via MILP |
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Solving cardinality constrained mean-variance portfolio problems via MILP (English)
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25 August 2017
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portfolio optimization
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cardinality constraints
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mean-variance theory
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CVaR
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MASD
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MILP
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