HYPER SENSITIVITY ANALYSIS OF PORTFOLIO OPTIMIZATION PROBLEMS (Q4650599)
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scientific article; zbMATH DE number 2134931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HYPER SENSITIVITY ANALYSIS OF PORTFOLIO OPTIMIZATION PROBLEMS |
scientific article; zbMATH DE number 2134931 |
Statements
HYPER SENSITIVITY ANALYSIS OF PORTFOLIO OPTIMIZATION PROBLEMS (English)
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18 February 2005
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mean-variance utlity
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Markowitz problem
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