Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (Q2691241)
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| Language | Label | Description | Also known as |
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| English | Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming |
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Robust Markowitz: comprehensively maximizing Sharpe ratio by parametric-quadratic programming (English)
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29 March 2023
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parametric-quadratic programming
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critical-line algorithm
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portfolio selection
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efficient frontier
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Sharpe ratio
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