Cardinality-constrained distributionally robust portfolio optimization (Q6112845)
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scientific article; zbMATH DE number 7709394
Language | Label | Description | Also known as |
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English | Cardinality-constrained distributionally robust portfolio optimization |
scientific article; zbMATH DE number 7709394 |
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Cardinality-constrained distributionally robust portfolio optimization (English)
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10 July 2023
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portfolio optimization
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mixed-integer semidefinite optimization
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distributionally robust optimization
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cutting-plane algorithm
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matrix completion
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