Tight upper bounds on the cardinality constrained mean-variance portfolio optimization problem using truncated eigendecomposition (Q2806963)
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scientific article; zbMATH DE number 6582550
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| English | Tight upper bounds on the cardinality constrained mean-variance portfolio optimization problem using truncated eigendecomposition |
scientific article; zbMATH DE number 6582550 |
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Tight Upper Bounds on the Cardinality Constrained Mean-Variance Portfolio Optimization Problem Using Truncated Eigendecomposition (English)
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19 May 2016
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0.8201663494110107
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0.7857892513275146
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0.7824809551239014
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0.7809985280036926
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0.7741063237190247
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