A unified model for regularized and robust portfolio optimization (Q2007869)
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scientific article; zbMATH DE number 7135271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified model for regularized and robust portfolio optimization |
scientific article; zbMATH DE number 7135271 |
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A unified model for regularized and robust portfolio optimization (English)
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22 November 2019
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covariance regularization
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robust optimization
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portfolio selection
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