Mean-absolute deviation portfolio models with discrete choice constraints (Q2865875)
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scientific article; zbMATH DE number 6237551
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| English | Mean-absolute deviation portfolio models with discrete choice constraints |
scientific article; zbMATH DE number 6237551 |
Statements
11 December 2013
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portfolio optimization
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mixed-integer programming
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heuristics
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Mean-absolute deviation portfolio models with discrete choice constraints (English)
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0.8400387167930603
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0.8074089288711548
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0.7958993911743164
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0.7930399179458618
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