Vast portfolio selection with gross-exposure constraints (Q4916498)
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scientific article; zbMATH DE number 6156547
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Vast portfolio selection with gross-exposure constraints |
scientific article; zbMATH DE number 6156547 |
Statements
Vast Portfolio Selection With Gross-Exposure Constraints (English)
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22 April 2013
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mean-variance efficiency
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portfolio improvement
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portfolio optimization
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risk assessment
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risk optimization
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short-sale constraint
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0.8112962245941162
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0.7746134400367737
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0.7704481482505798
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0.7690858840942383
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0.7620628476142883
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