Fairness and Efficiency in Multiportfolio Optimization (Q2941424)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fairness and Efficiency in Multiportfolio Optimization |
scientific article |
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Fairness and Efficiency in Multiportfolio Optimization (English)
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28 August 2015
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portfolio optimization
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multiportfolio
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fairness
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cost sharing
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transaction costs
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convex optimization
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