Convex optimization approaches to maximally predictable portfolio selection (Q2926485)
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scientific article; zbMATH DE number 6361525
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convex optimization approaches to maximally predictable portfolio selection |
scientific article; zbMATH DE number 6361525 |
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Convex optimization approaches to maximally predictable portfolio selection (English)
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24 October 2014
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maximal predictability portfolio
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nonlinear fractional program
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normalized linearization algorithm
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semidefinite programming relaxation
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0.8250218629837036
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0.7972864508628845
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0.7794952988624573
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0.7514610290527344
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0.7469511032104492
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