Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (Q6160190)
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scientific article; zbMATH DE number 7683531
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| English | Dotted Representations of Mean-Variance Efficient Frontiers and their Computation |
scientific article; zbMATH DE number 7683531 |
Statements
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (English)
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9 May 2023
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portfolio selection
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mean-variance efficient frontiers
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hyperbolic segments
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e-constraint method
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trapezoidal rule
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parametric quadratic programming
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0.7435342073440552
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0.7219648361206055
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0.7214524149894714
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0.7199201583862305
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