Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints (Q3302958)
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scientific article; zbMATH DE number 7232378
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| English | Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints |
scientific article; zbMATH DE number 7232378 |
Statements
Minimal investment risk of a portfolio optimization problem with budget and investment concentration constraints (English)
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11 August 2020
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0.8899802565574646
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0.775750458240509
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0.7715862393379211
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0.759894609451294
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0.7569332122802734
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