Neurodynamics-driven portfolio optimization with targeted performance criteria (Q6077711)

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scientific article; zbMATH DE number 7751981
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Neurodynamics-driven portfolio optimization with targeted performance criteria
scientific article; zbMATH DE number 7751981

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    Neurodynamics-driven portfolio optimization with targeted performance criteria (English)
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    18 October 2023
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    portfolio selection
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    risk-adjusted performance criteria
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    pseudoconvex optimization
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    iteratively weighted optimization
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    distributed optimization
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    neurodynamic optimization
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