Efficient Cardinality/Mean-Variance Portfolios (Q2950096)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Cardinality/Mean-Variance Portfolios |
scientific article |
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Efficient Cardinality/Mean-Variance Portfolios (English)
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6 October 2015
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portfolio selection
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cardinality
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sparse portfolios
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multiobjective optimization
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efficient frontier
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derivative-free optimization
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