Portfolio management with higher moments: the cardinality impact (Q6066673)
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scientific article; zbMATH DE number 7766407
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| English | Portfolio management with higher moments: the cardinality impact |
scientific article; zbMATH DE number 7766407 |
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Portfolio management with higher moments: the cardinality impact (English)
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16 November 2023
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portfolio management
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cardinality
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expected utility maximization
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CRRA preferences
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derivative-free optimization
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PSI20 index
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