Reducing portfolio quadratic programming problem into regression problem: stepwise algorithm (Q2803715)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Reducing portfolio quadratic programming problem into regression problem: stepwise algorithm |
scientific article; zbMATH DE number 6576313
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Reducing portfolio quadratic programming problem into regression problem: stepwise algorithm |
scientific article; zbMATH DE number 6576313 |
Statements
2 May 2016
0 references
quadratic programming
0 references
convexity
0 references
least squares method
0 references
stepwise algorithm
0 references
Reducing portfolio quadratic programming problem into regression problem: stepwise algorithm (English)
0 references
0.8608712553977966
0 references
0.752005934715271
0 references
0.751680314540863
0 references
0.7406820058822632
0 references
0.7403326034545898
0 references
