Fast recursive portfolio optimization (Q4586438)
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scientific article; zbMATH DE number 6935937
Language | Label | Description | Also known as |
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English | Fast recursive portfolio optimization |
scientific article; zbMATH DE number 6935937 |
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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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