A New and Efficient Algorithm for a Class of Portfolio Selection Problems (Q3898273)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New and Efficient Algorithm for a Class of Portfolio Selection Problems |
scientific article |
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A New and Efficient Algorithm for a Class of Portfolio Selection Problems (English)
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1980
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efficient algorithm
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portfolio selection
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parametric principal pivoting
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multiple index model
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large-scale problems
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finance
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parametric linear complementarity problem
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