portfolio.optimization

CRANportfolio.optimizationMaRDI QIDQ148962FDOQ148962

Contemporary Portfolio Optimization

Ronald Hochreiter

Last update: 24 August 2018

Copyright license: MIT license, File License

Software version identifier: 1.0-0

Cites work

• Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
• Optimization of conditional value-at-risk
• PORTFOLIO SELECTION*

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