Sparse tangent portfolio selection via semi-definite relaxation (Q1694793)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sparse tangent portfolio selection via semi-definite relaxation |
scientific article; zbMATH DE number 6835057
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse tangent portfolio selection via semi-definite relaxation |
scientific article; zbMATH DE number 6835057 |
Statements
Sparse tangent portfolio selection via semi-definite relaxation (English)
0 references
6 February 2018
0 references
sparse portfolio
0 references
Sharpe ratio maximization
0 references
semi-definite relaxation
0 references
0 references
0 references
0 references
