A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (Q2093295)
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scientific article; zbMATH DE number 7612894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions |
scientific article; zbMATH DE number 7612894 |
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A new portfolio optimization model under tracking-error constraint with linear uncertainty distributions (English)
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7 November 2022
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portfolio selection
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uncertain programming
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enhanced index tracking model
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uncertainty theory
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