Mining matrix data with Bregman matrix divergences for portfolio selection (Q5325905)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6192995
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mining matrix data with Bregman matrix divergences for portfolio selection |
scientific article; zbMATH DE number 6192995 |
Statements
Mining Matrix Data with Bregman Matrix Divergences for Portfolio Selection (English)
0 references
31 July 2013
0 references
divergence
0 references
Bregman matrix
0 references
portfolio selection
0 references
risk premia
0 references
mean-variance model
0 references
certainty equivalent
0 references
0.7289959788322449
0 references
0.7241169810295105
0 references
0.7230185866355896
0 references
0.7223417162895203
0 references
0.7209791541099548
0 references
