The benefits of differential variance-based constraints in portfolio optimization (Q2514708)
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scientific article; zbMATH DE number 6395706
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The benefits of differential variance-based constraints in portfolio optimization |
scientific article; zbMATH DE number 6395706 |
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The benefits of differential variance-based constraints in portfolio optimization (English)
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3 February 2015
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mean-variance analysis
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portfolio optimization
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portfolio constraints
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estimation error
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0.7878670692443848
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0.7692367434501648
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0.7563867568969727
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0.7551906704902649
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0.7440168857574463
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