Data-driven portfolio management with quantile constraints (Q2516641)
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scientific article; zbMATH DE number 6469392
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Data-driven portfolio management with quantile constraints |
scientific article; zbMATH DE number 6469392 |
Statements
Data-driven portfolio management with quantile constraints (English)
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3 August 2015
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data-driven optimization
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quantile constraints
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iterative algorithm
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0.792397677898407
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0.7645331621170044
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0.7581281065940857
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0.7486545443534851
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0.7433692216873169
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