Efficient portfolio for interval Sharpe ratio model (Q3449409)
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scientific article; zbMATH DE number 6504499
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| default for all languages | No label defined |
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| English | Efficient portfolio for interval Sharpe ratio model |
scientific article; zbMATH DE number 6504499 |
Statements
Efficient Portfolio for Interval Sharpe Ratio Model (English)
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4 November 2015
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portfolio optimization
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efficient portfolio
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fractional programming
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interval-valued function
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interval inequalities
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0.8041695356369019
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0.7808563113212585
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0.7774356603622437
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0.7732980847358704
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0.7693655490875244
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