Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (Q4646502)
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scientific article; zbMATH DE number 7001055
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| English | Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints |
scientific article; zbMATH DE number 7001055 |
Statements
Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (English)
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14 January 2019
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mean-variance Markovitz model
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portfolio selection
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0.89760065
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0.89515114
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0.8822505
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0.87794805
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0.86790884
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0.8678093
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0.8641683
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0.86187947
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