Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (Q319614)
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scientific article; zbMATH DE number 6633604
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| English | Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns |
scientific article; zbMATH DE number 6633604 |
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Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns (English)
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6 October 2016
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uncertainty modeling
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mean-variance model
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portfolio optimization
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uncertain variable
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uncertain measure
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0.8583160638809204
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0.8519487380981445
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0.8460866808891296
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0.8384052515029907
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0.8348886966705322
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