Parameter-free robust optimization for the maximum-Sharpe portfolio problem (Q2030537)
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scientific article; zbMATH DE number 7356030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter-free robust optimization for the maximum-Sharpe portfolio problem |
scientific article; zbMATH DE number 7356030 |
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Parameter-free robust optimization for the maximum-Sharpe portfolio problem (English)
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7 June 2021
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finance
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robust optimization
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Sharpe ratio
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portfolio optimization
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