Efficient subset for portfolio with singular covariance matrix (Q5320120)
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scientific article; zbMATH DE number 5584525
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| default for all languages | No label defined |
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| English | Efficient subset for portfolio with singular covariance matrix |
scientific article; zbMATH DE number 5584525 |
Statements
22 July 2009
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singular covariance matrix
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portfolio
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efficient subset
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0.8431982398033142
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0.8383693695068359
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