On the impact of semidefinite positive correlation measures in portfolio theory (Q256678)
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scientific article; zbMATH DE number 6553014
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| English | On the impact of semidefinite positive correlation measures in portfolio theory |
scientific article; zbMATH DE number 6553014 |
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On the impact of semidefinite positive correlation measures in portfolio theory (English)
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9 March 2016
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concordance measure
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dimensionality reduction
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large scale portfolio selection
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reward measure
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semidefinite positive association measure
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0.7560765743255615
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0.7475733757019043
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0.726240336894989
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0.7237562537193298
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