Algorithm for constructing the efficient frontier of an investment portfolio (Q1745856)
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scientific article; zbMATH DE number 6861419
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithm for constructing the efficient frontier of an investment portfolio |
scientific article; zbMATH DE number 6861419 |
Statements
Algorithm for constructing the efficient frontier of an investment portfolio (English)
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18 April 2018
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investment portfolio
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limiting efficient frontier
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stochastic differential equations
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macroeconomic factors
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linear algebra
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