Twenty years of linear programming based portfolio optimization (Q2514724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Twenty years of linear programming based portfolio optimization |
scientific article |
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Twenty years of linear programming based portfolio optimization (English)
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3 February 2015
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survey
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LP computable mean-risk and mean-safety models
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real features
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transaction costs
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exact and heuristic algorithms
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