Tangency portfolios in the LP solvable portfolio selection models (Q3166274)

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Tangency portfolios in the LP solvable portfolio selection models
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    Tangency portfolios in the LP solvable portfolio selection models (English)
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    10 October 2012
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    linear programming
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    LP solvable portfolio selection models
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    subgradient
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    tangency portfolio
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    Aneja-Nair method
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