A sequential convex approximation algorithm for portfolio optimization model (Q3131434)
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scientific article; zbMATH DE number 6830996
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| English | A sequential convex approximation algorithm for portfolio optimization model |
scientific article; zbMATH DE number 6830996 |
Statements
29 January 2018
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portfolio
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sequential convex approximation
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convex optimization
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Monte Carlo method
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0.7880370020866394
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0.7859867811203003
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0.7826701998710632
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0.7802149057388306
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