Convex optimization approaches to maximally predictable portfolio selection (Q2926485)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex optimization approaches to maximally predictable portfolio selection |
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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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