Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification (Q5884380)
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scientific article; zbMATH DE number 7665815
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| English | Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification |
scientific article; zbMATH DE number 7665815 |
Statements
Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification (English)
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20 March 2023
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multiple-objective optimization
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portfolio optimization
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parametric quadratic programming
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efficient set
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diversification
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0.7185089588165283
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0.712171196937561
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0.6986497640609741
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0.6811060905456543
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