A continuous optimization approach for financial portfolio selection under discrete asset choice constraints (Q2943932)
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scientific article; zbMATH DE number 6478962
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| English | A continuous optimization approach for financial portfolio selection under discrete asset choice constraints |
scientific article; zbMATH DE number 6478962 |
Statements
7 September 2015
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portfolio selection problem
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mixed integer programming
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DC programming
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0.8217020630836487
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0.8210864067077637
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0.818141520023346
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0.8092668056488037
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