Convex duality in constrained mean-variance portfolio optimization (Q3435391)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex duality in constrained mean-variance portfolio optimization |
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Convex duality in constrained mean-variance portfolio optimization (English)
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26 April 2007
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convex analysis
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duality synthesis
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variational analysis
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