Concentrated portfolio selection models based on historical data (Q6574663)
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scientific article; zbMATH DE number 7883179
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| English | Concentrated portfolio selection models based on historical data |
scientific article; zbMATH DE number 7883179 |
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Concentrated portfolio selection models based on historical data (English)
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18 July 2024
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portfolio selection
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historical data
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greedy matrix
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transaction cost constraints
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nonconvex quadratic programs
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