Fast recursive portfolio optimization (Q4586438)
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scientific article; zbMATH DE number 6935937
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fast recursive portfolio optimization |
scientific article; zbMATH DE number 6935937 |
Statements
Fast recursive portfolio optimization (English)
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13 September 2018
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portfolio optimization
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algorithmic finance
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covariance estimation
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quadratic optimization
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computational finance
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mathematical programming
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backtesting
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0.7812250256538391
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0.7657804489135742
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0.7603595852851868
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0.7473400235176086
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