Randomized portfolio selection, with constraints (Q5453757)
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scientific article; zbMATH DE number 5257231
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| English | Randomized portfolio selection, with constraints |
scientific article; zbMATH DE number 5257231 |
Statements
3 April 2008
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mean-variance model
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randomized method
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approximation ratio
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0.7830944657325745
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0.7825731039047241
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0.7685892581939697
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